📚 Volume 28, Issue 1
📋 ID: ct27XNP
Authors
Andrei Volodin, Alya Al Mutari
University of Regina
Abstract
In this study, we investigate the performance of the saddlepoint approximation of the probability mass function and the cumulative distribution function for the weighted sum of independent Poisson random variables. The goal is to approximate the hazard rate function for this complicated model. The better performance of this method is shown by numerical simulations and comparison with a performance of other approximation methods.
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Andrei Volodin, Alya Al Mutari (2021). "Improved method for approximating the hazard rate for convolution Poisson random variables". Wulfenia, 28(1).