A note on recovering the distributions from exponential moments

Details

• Personal Author:
  Mnatsakanov RM ; Sarkisian K
• Description:
  The problem of recovering a cumulative distribution function of a positive random variable via the scaled Laplace transform inversion is studied. The uniform upper bound of proposed approximation is derived. The approximation of a compound Poisson distribution as well as the estimation of a distribution function of the summands given the sample from a compound Poisson distribution are investigated. Applying the simulation study, the question of selecting the optimal scaling parameter of the proposed Laplace transform inversion is considered. The behavior of the approximants are demonstrated via plots and table. [Description provided by NIOSH]
• Subjects:
  Chemistry Chemistry, Analytic Occupational Health Safety
• Keywords:
  Analytical-chemistry Analytical-processes Author Keywords: Moment-recovered Approximation Biostatistics Compound Distribution Laplace Transform Inversion Mathematical-models Simulation-methods Statistical-analysis
• ISSN:
  0096-3003
• Document Type:
  Text
• Genre:
  Journal Article
• Place as Subject:
  OSHA Region 3 ; West Virginia
• CIO:
  National Institute for Occupational Safety and Health (NIOSH)
• Division:
  HELD - Health Effects Laboratory Division
• Topic:
  Workplace Safety & Health
• Location:
  North America
• Volume:
  219
• Issue:
  16
• NIOSHTIC Number:
  nn:20042510
• Citation:
  Appl Math Comput 2013 Apr; 219(16):8730-8737
• Contact Point Address:
  Robert M. Mnatsakanov, Department of Statistics, West Virginia University, P.O. Box 6330, Morgantown, WV 26506, USA
• Email:
  rmnatsak@stat.wvu.edu
• Federal Fiscal Year:
  2013
• NORA Priority Area:
  Public Safety
• Peer Reviewed:
  True
• Source Full Name:
  Applied Mathematics and Computation
• Collection(s):
  National Institute for Occupational Safety and Health
• Main Document Checksum:
  urn:sha-512:19ab7d636681d6cc2627dfd70632f3f4d28850c0e6b75a9fb79a2d4efec994b2399483d2af9e25ef0c0bcebfe19c16d2e35b320d670477a6faafeb1be5a6b9d0
• Download URL:
  https://stacks.cdc.gov/view/cdc/194710/cdc_194710_DS1.pdf
• File Type:
  [PDF - 520.69 KB ]