A novel single-gamma approximation to the sum of independent gamma variables, and a generalization to infinitely divisible distributions (Q2509805)

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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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