An approximation to the convolution of gamma distributions

DOI10.1080/03610918.2014.963612MaRDI QIDQ120483zbMATH OpenOpenAlexFDO

Authors Marco Barnabani

Publication date 21 October 2016

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2014.963612

zbMATH Keywords

simulation\(p\)-valuesconvolution gamma distributionsgeneralized negative binomial distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Approximations to statistical distributions (nonasymptotic) (62E17)

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Cites work

• A Generalized Negative Binomial Distribution
• Analytical Evaluation of Economic Risk Capital for Portfolios of Gamma Risks
• Drought models based on Burr XII variables
• On the Semantics of “Data Type”
• Point processes with correlated gamma interarrival times
• Storage capacity of a dam with gamma type inputs
• The Generalized Negative Binomial Distribution and its Characterization by Zero Regression
• The distribution of the sum of independent gamma random variables

Cited in

(14)

• On the accuracy of approximation of the distribution of negative-binomial random sums by the gamma distribution.
• The exact distribution of sums weights of gamma variables
• A review on convolutions of gamma random variables
• A novel single-gamma approximation to the sum of independent gamma variables, and a generalization to infinitely divisible distributions
• Series representations for densities functions of a family of distributions -- application to sums of independent random variables
• Generalized gamma convolutions and related classes of distributions and densities
• scientific article; zbMATH DE number 5713885 (Why is no real title available?)
• coga
• On the Sums of Compound Negative Binomial and Gamma Random Variables
• Density and distribution evaluation for convolution of independent gamma variables
• scientific article; zbMATH DE number 5769799 (Why is no real title available?)
• Some new results on convolutions of heterogeneous gamma random variables
• Saddlepoint approximation to gamma convolutions
• On the convolution of Pareto and gamma distributions

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• R

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