Sharp estimates for the median of the [Gamma](n+1,1) distribution
We give sharp upper and lower bounds for the median of the [Gamma](n+1,1) distribution, thus providing an immediate proof of two conjectures by Chen and Rubin (Statist. Probab. Lett. 4 (1986) 281) referring to the median of the Poisson distribution. Our approach uses a differential calculus for nonnecessarily smooth functions of the standard Poisson process and the central limit theorem.
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Volume (Year): 71 (2005)
Issue (Month): 2 (February)
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- Chen, Jeesen & Rubin, Herman, 1986. "Bounds for the difference between median and mean of gamma and poisson distributions," Statistics & Probability Letters, Elsevier, vol. 4(6), pages 281-283, October.
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