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What Is the Difference between Gamma and Gaussian Distributions?
School of Electrical Engineering and Computer Science, University of Newcastle, Newcastle, Australia
- 1 School of Electrical Engineering and Computer Science, University of Newcastle, Newcastle, Australia
Applied Mathematics·Volume 04 (2013)·Pages 285–289·Published 22 February 2013·DOI10.4236/am.2013.42043
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Abstract
An inequality describing the difference between Gamma and Gaussian distributions is derived. The asymptotic bound is much better than by existing uniform bound from Berry-Esseen inequality.
KeywordsGamma DistributionGaussian DistributionBerry-Esseen InequalityCharacteristic Function
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