Title GZD aproksimavimas Gauso dėsniu /
Translation of Title Approximation of gzd distributions by normal distribution.
Authors Giedrytė, Nijolė
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Pages 61
Abstract [eng] In this paper are solved classical problem, i.e. there are used normal approximations employed few well-known methods. In this paper normal approximations are developed for Br. Grigelionis GZD distributions. We are shown what normal approximations used for beta distributions are applied for GZD distributions. In this paper we are applying D. Alfers ir H. Dinges statements about beta distributions asymptotical treatments. It is written down formal characteristic function and density for infinite divisible distributions asymptotical expansion used Apelis polynomial. The results will help to mathematical statistics specialists and cea who are researching problems in finance theory.
Type Master thesis
Language Lithuanian
Publication date 2009