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An approximation to the convolution of gamma distributions
- Source :
- Communications in Statistics - Simulation and Computation. 46:331-343
- Publication Year :
- 2016
- Publisher :
- Informa UK Limited, 2016.
-
Abstract
- In general, the exact distribution of a convolution of independent gamma random variables is quite complicated and does not admit a closed form. Of all the distributions proposed, the gamma...
- Subjects :
- Statistics and Probability
Astrophysics::High Energy Astrophysical Phenomena
Generalized gamma distribution
Convolution power
Convolution of probability distributions
01 natural sciences
010101 applied mathematics
Convolution random number generator
010104 statistics & probability
Modeling and Simulation
Statistics
Gamma distribution
Generalized integer gamma distribution
0101 mathematics
Inverse distribution
Inverse-gamma distribution
Mathematics
Subjects
Details
- ISSN :
- 15324141 and 03610918
- Volume :
- 46
- Database :
- OpenAIRE
- Journal :
- Communications in Statistics - Simulation and Computation
- Accession number :
- edsair.doi...........86c57e271dcf409cc2516ac91da7ea04
- Full Text :
- https://doi.org/10.1080/03610918.2014.963612