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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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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
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author Lyon, Richard F.
author_facet Lyon, Richard F.
author_sort Lyon, Richard F.
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description 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.
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spelling pubmed-104909492023-09-09 Tight bounds for the median of a gamma distribution Lyon, Richard F. PLoS One Research Article 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. Public Library of Science 2023-09-08 /pmc/articles/PMC10490949/ /pubmed/37682854 http://dx.doi.org/10.1371/journal.pone.0288601 Text en © 2023 Richard F. Lyon https://creativecommons.org/licenses/by/4.0/This is an open access article distributed under the terms of the Creative Commons Attribution License (https://creativecommons.org/licenses/by/4.0/) , which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited.
spellingShingle Research Article
Lyon, Richard F.
Tight bounds for the median of a gamma distribution
title Tight bounds for the median of a gamma distribution
title_full Tight bounds for the median of a gamma distribution
title_fullStr Tight bounds for the median of a gamma distribution
title_full_unstemmed Tight bounds for the median of a gamma distribution
title_short Tight bounds for the median of a gamma distribution
title_sort tight bounds for the median of a gamma distribution
topic Research Article
url 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
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