Asymptotic tail properties of the distributions in the class of dispersion models

Alexandre B. Simas; Gauss M. Cordeiro; Saralees Nadarajah

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arXiv · 0809.1840

Asymptotic tail properties of the distributions in the class of dispersion models

Alexandre B. Simas·Gauss M. Cordeiro·Saralees Nadarajah

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Abstract

The class of dispersion models introduced by Jørgensen (1997b) covers many known distributions such as the normal, Student t, gamma, inverse Gaussian, hyperbola, von-Mises, among others. We study the small dispersion asymptotic (Jørgensen, 1987b) behavior of the probability density functions of dispersion models which satisfy the uniformly convergent saddlepoint approximation. Our results extend those obtained by Finner et al. (2008).

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Alexandre B. Simas, Gauss M. Cordeiro, Saralees Nadarajah. 2008-09-10. Asymptotic tail properties of the distributions in the class of dispersion models. https://arxiv.org/abs/0809.1840

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