On the density for sums of independent exponential, Erlang and gamma variates (Q2151685): Difference between revisions

The paper begins with the formula for the hypo-exponential density for the sum of independent exponentials having pairwise distinct parameters. The author points out that this density has a divided difference characteristic which immediately suggests a novel perspective to further explore the densities of sums of independent exponentials. The paper advances a succinct representation for the density of independent Erlang distributed variables and demonstrates agreement with others papers where such formulae have been found (and often rediscovered) by other means. The author extends these results further, by using the tools of fractional calculus (see for example [\textit{K. B. Oldham} and \textit{J. Spanier}, The fractional calculus. Theory and applications of differentiation and integration to arbitrary order. Elsevier, Amsterdam (1974; Zbl 0292.26011)]), a representation is also founded for the density for sums of distinct independent gamma random variables. The paper concludes by showing how this approach produces the density function itself.