Version 1
: Received: 26 January 2021 / Approved: 27 January 2021 / Online: 27 January 2021 (16:18:06 CET)
How to cite:
Volodin, A.; AL MUTAIRI, A. Improved Method for Approximating the Hazard Rate for Convolution Poisson Random Variables. Preprints2021, 2021010569. https://doi.org/10.20944/preprints202101.0569.v1
Volodin, A.; AL MUTAIRI, A. Improved Method for Approximating the Hazard Rate for Convolution Poisson Random Variables. Preprints 2021, 2021010569. https://doi.org/10.20944/preprints202101.0569.v1
Volodin, A.; AL MUTAIRI, A. Improved Method for Approximating the Hazard Rate for Convolution Poisson Random Variables. Preprints2021, 2021010569. https://doi.org/10.20944/preprints202101.0569.v1
APA Style
Volodin, A., & AL MUTAIRI, A. (2021). Improved Method for Approximating the Hazard Rate for Convolution Poisson Random Variables. Preprints. https://doi.org/10.20944/preprints202101.0569.v1
Chicago/Turabian Style
Volodin, A. and ALYA AL MUTAIRI. 2021 "Improved Method for Approximating the Hazard Rate for Convolution Poisson Random Variables" Preprints. https://doi.org/10.20944/preprints202101.0569.v1
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.
Keywords
Saddlepoint approximations; Probability mass function; Probability distribution function; Poisson random variable, Linear combination
Subject
Computer Science and Mathematics, Algebra and Number Theory
Copyright:
This is an open access article distributed under the Creative Commons Attribution License which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
