A novel single-gamma approximation to the sum of independent gamma variables, and a generalization to infinitely divisible distributions
Publication:2509805
DOI10.1214/14-EJS914zbMath1348.62045OpenAlexW2014885308MaRDI QIDQ2509805
Publication date: 30 July 2014
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ejs/1403812157
approximationinfinitely divisible distributionsnegative binomial distributionLévy measuregamma processgeneralized Dickman distributionmoment-matching methodsum of independent gamma variables
Processes with independent increments; Lévy processes (60G51) Sums of independent random variables; random walks (60G50) Approximations to statistical distributions (nonasymptotic) (62E17)
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- The distribution of the sum of independent gamma random variables
- Relative log-concavity and a pair of triangle inequalities
- A review of results on sums of random variables
- Point processes with correlated gamma interarrival times
- On the Lévy measure of the lognormal and the logCauchy distributions
- On Approximations of Small Jumps of Subordinators with Particular Emphasis on a Dickman-Type Limit
- Multiuser MIMO in Distributed Antenna Systems With Out-of-Cell Interference
- Random minimal directed spanning trees and Dickman-type distributions
- One-dimensional distributions of subordinators with upper truncated Lévy measure, and applications
- A Simple Approximation to the Negative Binomial (And Regular Binomial)
- A Gaussian Approximation to the Distribution of a Definite Quadratic Fo
This page was built for publication: A novel single-gamma approximation to the sum of independent gamma variables, and a generalization to infinitely divisible distributions