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Tight bounds for the median of a gamma distribution

The median of a standard gamma distribution, as a function of its shape parameter k, has no known representation in terms of elementary functions. In this work we prove the tightest upper and lower bounds of the form 2(−1/k)(A + k): an upper bound with A = e(−γ) (with γ being the Euler–Mascheroni co...

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Detalles Bibliográficos
Autor principal: Lyon, Richard F.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2023
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10490949/
https://www.ncbi.nlm.nih.gov/pubmed/37682854
http://dx.doi.org/10.1371/journal.pone.0288601
Descripción
Sumario:The median of a standard gamma distribution, as a function of its shape parameter k, has no known representation in terms of elementary functions. In this work we prove the tightest upper and lower bounds of the form 2(−1/k)(A + k): an upper bound with A = e(−γ) (with γ being the Euler–Mascheroni constant) and a lower bound with [Image: see text] . These bounds are valid over the entire domain of k > 0, staying between 48 and 55 percentile. We derive and prove several other new tight bounds in support of the proofs.