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The infimum values of two probability functions for the Gamma distribution

Author(s): Sun P; Hu ZC; Sun W;

Let a, ß be positive real numbers and let Xα ,β be a Gamma random variable with shape parameter a and scale parameter ß. We study infimum values of the function (α ,β )↦ P{Xα ,β ≤ κ E[Xα ,β ]} for any fixed κ >0 and the function (α ,β )↦ P{|Xα ,β -E[Xα ,β ]| ...

Article GUID: 38261930


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