G. Letac

activity

20072022

most citedWishart distributions for decomposable graphs

113 citations · 133 across the 18 of their papers we have counts for

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Showing 2018 · math.STShow all

3 papers · 2 filters

math.ST2018

Location and scale behaviour of the quantiles of a natural exponential family

Mauro Piccioni, Bartosz Kołodziejek, Gérard Letac

Let $P_{0}$ be a probability on the real line generating a natural exponential family $(P_{t})_{t \in R}$ . Fix $α$ in $(0, 1) .$ We show that the property that $P_t((-\infty,t)…

math.ST2018★ 1 cited

Gaussian approximation of Gaussian scale mixture

Gérard Letac, Hélène Massam

For a given positive random variable $V > 0$ and a given $Z \sim N (0, 1)$ independent of $V$ , we compute the scalar $t_{0}$ such that the distance between $Z V$ and $Z t_{0}$ i…

math.ST2018

Cumulative distribution functions for the five simplest natural exponential families

Gérard Letac

Suppose that the distribution of $X_{a}$ belongs to a natural exponential family concentrated on the nonegative integers and is such that $\E(z^{X_a})=f(az)/f(a)$. Assume that $\Pr(X…