The conditional variance for gamma mixtures of normal distributions

Statistics ◽  
2001 ◽  
Vol 35 (4) ◽  
pp. 319-330 ◽  
Author(s):  
Stergios B. Fotopoulos ◽  
Lijian He
2000 ◽  
Vol 74 (2) ◽  
pp. 163-192 ◽  
Author(s):  
Stamatis Cambanis ◽  
Stergios B Fotopoulos ◽  
Lijian He

2021 ◽  
Vol 53 (1) ◽  
pp. 162-188
Author(s):  
Krzysztof Bartoszek ◽  
Torkel Erhardsson

AbstractExplicit bounds are given for the Kolmogorov and Wasserstein distances between a mixture of normal distributions, by which we mean that the conditional distribution given some $\sigma$ -algebra is normal, and a normal distribution with properly chosen parameter values. The bounds depend only on the first two moments of the first two conditional moments given the $\sigma$ -algebra. The proof is based on Stein’s method. As an application, we consider the Yule–Ornstein–Uhlenbeck model, used in the field of phylogenetic comparative methods. We obtain bounds for both distances between the distribution of the average value of a phenotypic trait over n related species, and a normal distribution. The bounds imply and extend earlier limit theorems by Bartoszek and Sagitov.


Metrika ◽  
2018 ◽  
Vol 82 (4) ◽  
pp. 501-528 ◽  
Author(s):  
Hossein Negarestani ◽  
Ahad Jamalizadeh ◽  
Sobhan Shafiei ◽  
Narayanaswamy Balakrishnan

Test ◽  
1997 ◽  
Vol 6 (1) ◽  
pp. 205-221 ◽  
Author(s):  
S. T. B. Choy ◽  
A. F. M. Smith

2021 ◽  
Vol 35 (2) ◽  
Author(s):  
Roohollah Roozegar ◽  
Narayanaswamy Balakrishnan ◽  
Andriette Bekker ◽  
Ahad Jamalizadeh

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