Mathematics
a year ago

Exact formulas revealed for cumulative distribution function of variance-gamma distribution.

arXiv (Cornell University)
On the cumulative distribution function of the variance-gamma distribution
Robert E. Gaunt

Paper Summary

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The researchers found exact formulas for the cumulative distribution function of a specific type of distribution. They used infinite series involving certain mathematical functions to derive these formulas. From these formulas, they also found exact formulas for the cumulative distribution function of the product of two related normal random variables with zero average.