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Abstract
The Gamma distribution and related approximation properties of this distribution to certain of classes
of functions are discussed. Two asymptotic estimate formulas are given.
Keywords: Gamma distribution, Gamma approximation, locally bounded functions, Lebesgue-Stieltjes
integral, probabilistic methods
Probability distributions and related approximation properties have played a central role in several
areas of computer aided geometric design (CAGD) and numerical analysis. For instance, the
(Bernstein) basis functions of Bezier curves and surfaces are taken from a binomial distribution,
and the basis functions of B-spline curves and surfaces model a simple stochastic process [1,
2]. Properties of these curves and surfaces are closely related to the approximation features
of the corresponding basis functions. Therefore studying probability distributions and related
approximation properties is important both in theory and applications.
The aim of this paper is to do a study in that direction. In this paper we shall consider the
following Gamma random variable with probability density function:
( x1
u
exp(u),
if u 0
(x)
(1)
p (u) =
0,
if u < 0
where x is a fixed number in (0, ) and (x) is the Gamma function of x defined as follows:
Z
ux1 eu du,
(x) =
0
and study related approximation process based on the above Gamma distribution. We first prove
the following lemma.
Lemma 1. Let {i }
i=1 be a sequence of independent random variables with the same Gamma
n
P
distribution as , and let n =
i . Then the probability distribution of the random variable n
i=1
is
1
P (n y) =
(nx)
unx1 eu du.
(2)
P roof . Let the distribution functions of the random variables i be Fi (x), i = 1, 2, 3, ..., and
let the distribution function of n be Fn (x). We have
Z y
Z y x1
u
Fi (y) =
pi (u)du =
eu du
(x)
0
and
Fn (y) = (F1 F2 ... Fn )(y),
where
(F1 F2 )(y) =
F2 (y u)dF1 (u),
Gn (f, x) =
f (u)unx1 enu du
f (t/n)dFn (t) =
(nx) 0
(3)
where f belongs to the class of function B or the class of function DB , which are defined
respectively by
B = {f | f is bounded on every finite subinterval of [0, ),
and |f (t)| M et ,
and
(M > 0; 0; t )}.
DB = {f | f (x) f (0) =
(M > 0; 0; t )}.
sup
|f (t) f (x)|,
t[x,x+]
Wb
a (f )
x (f, )
(f )
f (x) x + 4 X
Gn (f, x) f (x+) + f (x) + f (x+)
(g
,
x/
k) + O(n1 ), (4)
x
x
2
nx k=1
3 2nx
where
(5)
We point out that Theorem 1 subsumes the case of approximation of functions of bounded
variation. From Theorem 1 we get immediately
Corollary 1. Let f be a function of bounded variation on every subinterval of [0, ) and let
f (t) = O(et ) for some 0 as t . then for x (0, ) and n > 3, we have
x+4X
f
(x+)
+
f
(x)
f
(x+)
f
(x)
Gn (f, x)
(g
,
x/
k) + O(n1 )
x
x
2
nx k=1
3 2nx
n x+x/
x+4X _
nx
k=1 xx/ k
(gx ) + O(n1 ),
(6)
+ o(n1/2 ).
2
3 2nx
(7)
Theorem 2. Let f be a function in DB and let f (t) M et for some M > 0 and 0 as
t . If h(x+) and h(x) exist at a fixed point x (0, ), then for n > 3 we have
[ n]
4x + 2 X
x
||x5/2 + 7M (x + 1)3/2 e3x
Gn (f, x) f (x)
,
(
,
x/k)
+
x
x
2n
n k=1
x3 n3/2
(8)
(9)
Auxiliary Results
k
Gn (u , x) =
unx+k1 enu du
(nx) 0
Z
nnx
=
tnx+k1 et dt
nx+k
n
(nx) 0
(nx + k)
=
nk (nx)
(nx + k 1)(nx + k 2)...(nx + 1)nx
=
.
nk
Gn (uk , x) =
(10)
;
n5
n3
4
(11)
(12)
(13)
(14)
t
, we have
n 2
Z
nnx
2u
Gn (e , x) =
e2u unx1 enu du
(nx) 0
Z
nnx
=
tnx1 et dt
(n 2)nx (nx) 0
nx
n
=
n 2
6x
e .
Lemma 5. Let
nnx
Kn (x, u) =
(nx)
If 0 v u < x, then
Kn (x, u)
(15)
x
.
n(x u)2
(16)
P roof . Let be a Gamma random variable with probability density function defined as in (1).
Let {i }
i=1 be a sequence of independent random variables with the same Gamma distribution
as . Then by direct computation we have
E() = x,
E( E)2 = 2 = x,
n
P
i=1
E(n ) = nx,
E(n En )2 = nx
x
.
n(x u)2
(17)
(18)
Proof of Theorem 1
f (x+) + f (x)
f (x+) f (x)
f (x+) + f (x)
f (u) =
+ gx (u) +
sgn(u x) + x (u) f (x)
,
2
2
2
(19)
1, u = x
where gx (u) is defined in (5), sgn(u) is sign function and x (u) =
.
0, u 6= x
Obviously,
(20)
Gn (x , x) = 0.
Let {i }
i=1 be a sequence of independent random variables with the same Gamma distribution
and their probability density functions are
( x1
u
exp(u), if u 0
(x)
pi (u) =
0,
if u < 0.
where x (0, ) is a parameter. Let n =
n
P
n
P
i=1
i=1
1
P (n y) =
(nx)
Thus
Gn (sgn(u
nnx
x), x) =
(nx)
unx1 eu du.
nx1 nu
nnx
du
(nx)
unx1 enu du
(21)
2Fn (0)
2
2E(1 a1 )3 1
+ O(n1 ) =
+ O(n1 ).
=
3
6 n
2
3 2nx
f
(x+)
f
(x)
f
(x+)
+
f
(x)
Gn (f, x)
|Gn (gx , x)| + O(n1 ).
2
3 2nx
(22)
(23)
gx (u)du Kn (x, u)
Gn (gx , x) =
0
(24)
where
Z
xx/ n
41,n (gx ) =
42,n (gx ) =
Z
43,n (gx ) =
x+x/ n
xx/ n
2x
x+x/ n
44,n (gx ) =
We will evaluate 41,n (gx ), 42,n (gx ), 43,n (gx ) and 44,n (gx ) separately. First, for 42,n (gx ), note
that gx (x) = 0. Hence
Z
x+x/ n
|42,n (gx )|
(25)
xx/ n
To estimate |41,n (gx )|, note that x (gx , ) is non-decreasing with respect to , thus it follows
that
Z
Z
xx/n
xx/ n
|41,n (gx )| =
gx (u)du Kn (x, u)
x (gx , x u)du Kn (x, u).
0
x
du (x (gx , x u)).
n(x u)2
(27)
Using integration by parts once again, from (26), (27) it follows that
1
2x
|41,n (gx )|
x (gx , x) +
nx
n
xx/ n
xx/ n
x (gx , x u)
1
du =
3
(x u)
nx
Consequently
1
|41,n (gx )|
nx
Z
x (gx , x) +
x (gx , x u)
dt.
(x u)3
x (gx , x/ t)dt.
x (gx , x/ t)dt .
(28)
Z n
1
x (gx , x/ t)dt .
x (gx , x) +
|43,n (gx )|
nx
1
7
(29)
Finally, by assumption we know that gx (t) M (et ) as t . Using Holder inequality and
Lemma 3, we have, for n 3,
R
|44,n (gx )| M R 2x eu du Kn (x, u)
M
(u x)2 eu du Kn (x, u)
x2 R
0
1/2 R 2u
1/2
(30)
(u x)4 du Kn (x, u)
e du Kn (x, u)
M
x2
0
0
3x
2M (x+1)e
.
n
Equations (25) and (28)(30) lead to
|Gn (gx , x)| |41,n (gx )| + |42,n (gx )| + |43,n (gx )| + |44,n (gx )|
Rn
2
x (gx , x/ n) + nx
x (gx , x) + 1 x (gx , x/ u)du +
n
P
3x
x+4
(g
,
x/
k) + 2M (x+1)e
.
x
x
n
n
2M (x+1)e3x
n
(31)
k=1
Proof of Theorem 2
h(x+) h(x)
Gn (|u x|, x) An,x (x ) + Bn,x (x ) + Cn,x (x ),
2
where
An,x (x ) =
2x
Bn,x (x ) =
Cn,x (x ) =
2x
x (u)du dt Kn (x, t)
x Z x
Z x
An,x (x ) =
xx/ n
+
0
xx/ n
[ n]
X
x
2x
x
n k=1
n
n
xx/ n
(32)
On the other hand, by Lemma 5 and using change of variable v = x x/u, we have
xx/n
x xx/ n x (x , x v)
n 0
(x v)2
1
=
n
[ n]
1X
x (x , x/u)du
x (x , x/k).
n k=1
|An,x (x )|
[ n]
2x + 1 X
x (x , x/k).
(33)
2x + 1 X
|Bn,x (x )|
x (x , x/k).
n k=1
(34)
k=1
[ n]
Next we estimate Cn,x (x ), by the assumption that f (t) M et (M > 0, 0), and using
Lemma 3 we have
Z +
et dt Kn (x, t)
|Cn,x (x )| M
Z2x
M +
(t x)3 et dt Kn (x, t)
x3 2x
1/2
1/2 Z +
Z +
M
2t
6
e dt Kn (x, t)
(t x) dt Kn (x, t)
x3
0
0
7M (x + 1)3/2 e3x
.
x3 n3/2
(35)
Finally, we estimate the first order absolute moment of the Gamma approximation process:
x|, x). By direct calculation, we have
Z
nnx
Gn (|u x|, x) =
|u x|unx1 enu du
(nx) 0
Z x
Z
nnx
nx1 nu
nx1 nu
=
(x u)u
e du +
(u x)u
e du
(nx)
0
x
Z x
2nnx
=
(x u)unx1 enu du
(nx) 0
Z nx
Z nx
2x
2
nx1 t
=
t
e dt
tnx et dt.
(nx) 0
n(nx) 0
Gn (|u
Note that
nx
Z
nx t
nx nx
t e dt = (nx) e
nx
+ nx
tnx1 et dt,
thus
Gn (|u x|, x) =
9
2(nx)nx
.
nenx (nx)
(36)
(z + 1) = 2z(z/e)z ecz ,
from (36) we have
r
2x
2x
Gn (|u x|, x) =
(1 ecx ),
n
n
and a simple calculation derives
r
1
2x
1
3/2
(1 ecx ) 3/2 .
n
18 xn
12 xn
(37)
(38)
Theorem 2 now follows from (32)(38) combining with some simple calculations.
Acknowledgement
The first author was supported by National and Fujian provincial Science Foundation of China.
The second author is supported by USA NSF under grants DMI-0422126 and DMS-0310645.
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