Lower-bound conjecture for the median of the generalized hyperbolic distribution
Lower-bound conjecture for the median of the generalized hyperbolic distribution
From papers
Let , with and , and let
Generalized hyperbolic median conjecture. The median satisfies
The source reports numerical experiments suggesting that this lower bound holds; no proof or resolution is supplied.
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Sources & referencesView supporting material
Primary source
Robert E. Gaunt and Milan Merkle, “On bounds for the mode and median of the generalized hyperbolic and related distributions”, arXiv:2002.01884 (2020).
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