Institute of Mathematical Statistics Lecture Notes - Monograph Series

On the characteristic function of Pearson type IV distributions

Wei-Liem Loh

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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.

Chapter information

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

Dates
First available in Project Euclid: 28 November 2007

Permanent link to this document
https://projecteuclid.org/euclid.lnms/1196285389

Digital Object Identifier
doi:10.1214/lnms/1196285389

Mathematical Reviews number (MathSciNet)
MR2126896

Zentralblatt MATH identifier
1268.60018

Subjects
Primary: 60E10: Characteristic functions; other transforms
Secondary: 60E05: Distributions: general theory 62E15: Exact distribution theory

Keywords
restricted parameter spaces restricted parameter spaces minimaxity admissibility dominating procedures maximum likelihood estimation

Rights
Copyright © 2004, Institute of Mathematical Statistics

Citation

Loh, Wei-Liem. On the characteristic function of Pearson type IV distributions. A Festschrift for Herman Rubin, 171--179, Institute of Mathematical Statistics, Beachwood, Ohio, USA, 2004. doi:10.1214/lnms/1196285389. https://projecteuclid.org/euclid.lnms/1196285389


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