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.
Information
Published: 1 January 2004
First available in Project Euclid: 28 November 2007
zbMATH: 1268.60018
MathSciNet: MR2126896
Digital Object Identifier: 10.1214/lnms/1196285389
Subjects:
Primary:
60E10
Secondary:
60E05
,
62E15
Keywords:
Admissibility
,
dominating procedures
,
maximum likelihood estimation
,
minimaxity
,
restricted parameter spaces
,
restricted parameter spaces
Rights: Copyright © 2004, Institute of Mathematical Statistics
