A novel single-gamma approximation to the sum of independent gamma variables, and a generalization to infinitely divisible distributions (Q2509805): Difference between revisions
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English | A novel single-gamma approximation to the sum of independent gamma variables, and a generalization to infinitely divisible distributions |
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A novel single-gamma approximation to the sum of independent gamma variables, and a generalization to infinitely divisible distributions (English)
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30 July 2014
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sum of independent gamma variables
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approximation
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moment-matching method
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gamma process
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Lévy measure
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infinitely divisible distributions
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negative binomial distribution
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generalized Dickman distribution
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