"David Jones" <[EMAIL PROTECTED]> wrote in message news:<[EMAIL PROTECTED]>...
snip good stuff > The distribution for the sum is not exactly logistic > but you can expect it to be somewhere between a logistic and a Normal. I now believe that is going to be generally true. I haven't been able to figure a way to make it look heavier-tailed than logistic (perhaps not surprising given it's log-concave). If the logistic is a bound, then that will give much better bounds than the a chebyshev-like bound for symmetric unimodal. > The formulae will give you the kurtosis, which is some indication of > shape, and of couse you know that the distribution is symmetric. > > Johnson & Kotz suggest that others have found that a student-t > distribution is a reasonable approximation to the logistic and you may Matching kurtosis and scaling for variance (and shifting for location) in the t might do reasonably as an approximation for the sum, as long as you don't go really far into the tails. Glen . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
