Approximations to the distribution of sum of independent non-identically gamma random variables

DOI10.1007/S40096-015-0169-2MaRDI QIDQ1992138zbMATH OpenOpenAlexWikidataFDO

Authors Yanyan Li

Publication date 2 November 2018

Published in Mathematical Sciences (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/s40096-015-0169-2

zbMATH Keywords

independent and non-identically distributedsaddlepoint approximationsum of gamma random variables

Mathematics Subject Classification ID

Approximations to statistical distributions (nonasymptotic) (62E17)

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Cites work

• A saddlepoint approximation to the distribution of the sum of independent non‐identically beta random variables
• A Viable Alternative to Resorting to Statistical Tables
• An improved saddlepoint approximation
• Saddle point approximation for the distribution of the sum of independent random variables
• Saddlepoint approximations
• Saddlepoint Approximations in Statistics
• Saddlepoint Approximations with Applications
• Series approximation methods in statistics.
• Some properties of generalized gamma distribution
• Storage capacity of a dam with gamma type inputs
• Tail Probability Approximations
• The distribution of the sum of independent gamma random variables

Cited in

(10)

• The distribution of the sum of independent gamma random variables
• Distributions of exponential integrals of independent increment processes related to generalized gamma convolutions
• On the density for sums of independent exponential, Erlang and gamma variates
• On the distribution of the sum of independent and non-identically extended exponential random variables
• A comparison of efficient approximations for a weighted sum of chi-squared random variables
• A characterization of the distribution of a weighted sum of gamma variables through multiple hypergeometric functions
• Approximation results for sums of independent random variables
• A saddlepoint approximation to the distribution of the sum of independent non‐identically beta random variables
• The distribution of the sum of independent and non identically generalized Lindley random variables
• A saddlepoint approximation to the distribution of the sum of independent non-identically uniform random variables

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