13 citations · 13 across the 18 of their papers we have counts for
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Stein's method of moments for truncated multivariate distributions
Adrian Fischer, Robert E. Gaunt, Yvik Swan
We use Stein characterisations to derive new moment-type estimators for the parameters of several truncated multivariate distributions in the i.i.d. case; we also derive the asympt…
On Pólya's random walk constants
Robert E. Gaunt, Saralees Nadarajah, Tibor K. Pogány
A celebrated result in probability theory is that a simple symmetric random walk on the -dimensional lattice is recurrent for and transient for .…
A probabilistic proof of some integral formulas involving incomplete gamma functions
Robert E. Gaunt
The theory of normal variance mixture distributions is used to provide elementary derivations of closed-form expressions for the definite integrals $\int_0^\infty x^{-2ν}\cos(bx)γ(…
Asymptotic approximations for the distribution of the product of correlated normal random variables
Robert E. Gaunt, Zixin Ye
We obtain asymptotic approximations for the probability density function of the product of two correlated normal random variables with non-zero means and arbitrary variances. As a…
On the cumulative distribution function of the variance-gamma distribution
Robert E. Gaunt
We obtain exact formulas for the cumulative distribution function of the variance-gamma distribution, as infinite series involving the modified Bessel function of the second kind a…
Bounds for distributional approximation in the multivariate delta method by Stein's method
Robert E. Gaunt, Heather Sutcliffe
We obtain bounds to quantify the distributional approximation in the delta method for vector statistics (the sample mean of independent random vectors) for normal and non-norma…