ON THE MEDIANS OF GAMMA DISTRIBUTIONS AND AN EQUATION OF RAMANUJAN

被引:61
作者
CHOI, KP
机构
关键词
MEDIAN; GAMMA-DISTRIBUTION; POISSON DISTRIBUTION; CHI-SQUARE DISTRIBUTION; POISSON-GAMMA RELATION; RAMANUJAN EQUATION;
D O I
10.2307/2160389
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
For n greater-than-or-equal-to 0, let lambda(n) denote the median of the GAMMA(n + 1, 1) distribution. We prove that n + 2/3 < lambda(n) less-than-or-equal-to min(n + log2, n + 2/3 + (2n + 2)-1). These bounds are sharp. There is an intimate relationship between lambda(n) and an equation of Ramanujan. Based on this relationship, we derive the asymptotic expansion of lambda(n) as follows: lambda(n) = n + 2/3 + 8/405n - 64/5103n2 + 2(7).23/3(9).5(2)n3+.... Let median(Z(mu)) denote the median of a Poisson random variable with mean mu, where the median is defined to be the least integer m such that P(Z(mu) less-than-or-equal-to m) greater-than-or-equal-to 1/2. We show that the bounds on lambda(n) imply mu - log2 less-than-or-equal-to median(Z(mu)) < mu + 1/3. This proves a conjecture of Chen and Rubin. These inequalities are sharp.
引用
收藏
页码:245 / 251
页数:7
相关论文
共 10 条
[1]  
BOWMAN KO, 1984, J STAT COMPUT SIM, V20, P167
[2]   BOUNDS FOR THE DIFFERENCE BETWEEN MEDIAN AND MEAN OF GAMMA-DISTRIBUTION AND POISSON-DISTRIBUTION [J].
CHEN, J ;
RUBIN, H .
STATISTICS & PROBABILITY LETTERS, 1986, 4 (06) :281-283
[3]   SPECIAL CASES OF 2ND ORDER WIENER GERM APPROXIMATIONS [J].
DINGES, H .
PROBABILITY THEORY AND RELATED FIELDS, 1989, 83 (1-2) :5-57
[4]  
DOODSON AT, 1971, BIOMETRIKA, V11, P425
[5]  
Knuth D. E., 2011, ART COMPUTER PROGRAM, V4
[6]   THE INCOMPLETE GAMMA-FUNCTION AND RAMANUJAN RATIONAL APPROXIMATION TO EX [J].
MARSAGLIA, JCW .
JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 1986, 24 (02) :163-168
[7]  
Ramanujan, 1927, COLLECTED PAPERS
[8]  
Ramanujan S., 1911, INDIAN MATH SOC, V3, P151
[9]  
SZEGO G, 1928, J LOND MATH SOC, V3, P225
[10]  
WATSON GN, 1927, P LOND MATH SOC, V29, P293