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Bounds for the median of the generalized hyperbolic and related distributions

Gaunt, Robert E. et al.
arXiv (All) · Papers
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33c10probabilitystatistics-theory
We prove monotonicity properties for medians of gamma sums and differences of the form $Z_α = αX_1 + (2 - α)X_2$, where $X_1$ and $X_2$ are independent gamma random variables with common shape parameter. By combining these monotonicity properties with known bounds for the median of the gamma distrib
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