 previous article in this issue | next article in this issue  |
|
Document Details : Title: Some Moment Relations for the Hipp approximation Author(s): SUNDT, B. , DHAENE, J. , DE PRIL, N. Journal: ASTIN Bulletin Volume: 26 Issue: 1 Date: May 1996 Pages: 117-121 DOI: 10.2143/AST.26.1.563237 Abstract : In the present note we consider the Hipp approximation to the convolution of a finite number of probability distributions on the non-negative integers It is shown that the moment up to and including order r of the rth order approximation are equal to the corresponding moments of the exact distribution. We also give a relation between the exact and approximated (r + l)th order moments and indicate how simular relations can be obtained for higher order moments. |
