SOME BOUNDS FOR THE n-FOLD CONVOLUTION OF CONCAVE AND LOG-CONCAVE DISTRIBUTION FUNCTIONS

Authors : Halil AYDOĞDU

Pages : 17-25

Doi:10.1501/Commua1_0000000186

View : 10 | Download : 6

Publication Date : 2007-08-01

Article Type : Research Paper

Abstract :In general it is impossible to obtain analytical expressions for the n-fold convolution F n of a distribution function F. Existence of bounds for F n is of great value. In this study some bounds for F n are given with the help of the probability integral transformation when F is concave or log-concave.
Keywords : Convolution, concave df, log concave df