On the characteristic function of Pearson type IV distributions
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Institute of Mathematical Statistics Lecture Notes - Monograph Series

On the characteristic function of Pearson type IV distributions

Wei-Liem Loh

Source: Anirban DasGupta, ed., A Festschrift for Herman Rubin (Beachwood, Ohio, USA: Institute of Mathematical Statistics, 2004), 171-179.

Abstract

Using an identity of Stein, Approximate computation of expectations, this article gives an exact expression for the characteristic function of Pearson type IV distributions in terms of confluent hypergeometric functions.

Primary Subjects: 60E10
Secondary Subjects: 60E05, 62E15
Keywords: restricted parameter spaces; restricted parameter spaces; minimaxity; admissibility; dominating procedures; maximum likelihood estimation

Full-text: Open access

Links and Identifiers

Permanent link to this document: http://projecteuclid.org/euclid.lnms/1196285389
Mathematical Reviews (MathSciNet): MR2126896

Digital Object Identifier: doi:10.1214/lnms/1196285389

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2009 © Institute of Mathematical Statistics

Institute of Mathematical Statistics Lecture Notes - Monograph Series

Institute of Mathematical Statistics Lecture Notes - Monograph Series