On the Fitting of Pearson Curves to Sums of Independent Random Variables

Abstract

It is shown that the distribution of a sum of independent beta random variables is often well approximated by a properly scaled beta distribution. The relationship between the type of Pearson curve which best fits a sum of independent random variables and the types of the Pearson curves which best fit the sum and random variables is also investigated. The best fitting Pearson curve for a distribution is defined here to be the unique Pearson curve with the same first four moments.

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Document Details

Document Type
Technical Report
Publication Date
May 19, 1983
Accession Number
ADA133153

Entities

People

  • Thomas Sellke

Organizations

  • Stanford University

Tags

Communities of Interest

  • Air Platforms

DTIC Thesaurus Topics

  • Computer Simulations
  • Computers
  • Inequalities
  • Intervals
  • Mathematics
  • Military Research
  • New York
  • Normal Distribution
  • Numbers
  • Probability
  • Probability Distributions
  • Random Variables
  • Real Numbers
  • Simulations
  • United States
  • United States Government

Fields of Study

  • Mathematics

Readers

  • Approximation Theory.