About the Stein equation for the generalized inverse Gaussian and Kummer distributions

08/06/2018

∙

by   Essomanda Konzou, et al.

∙

0

∙

share

We propose a Stein characterization of the Kummer distribution on (0, ∞). This result follows from our observation that the density of the Kummer distribution satisfies a certain differential equation, leading to a solution of the related Stein equation. A bound is derived for the solution, under a condition on the parameters. The derivation of this bound is carried out using the same framework as in Gaunt 2017 [A Stein characterisation of the generalized hyper-bolic distribution. ESAIM: Probability and Statistics, 21, 303--316] in the case of the generalized inverse Gaussian distribution, which we revisit by correcting a minor error in the latter paper.