A characterization of the distribution of a weighted sum of gamma variables through multiple hypergeometric functions

DOI10.1080/10652460802045258zbMATH Open1162.33006OpenAlexW1997789214MaRDI QIDQ3534858FDOQ3534858

Authors: Francesca di Salvo 

Publication date: 5 November 2008

Published in: Integral Transforms and Special Functions (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10652460802045258

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zbMATH Keywords

confluent hypergeometric functionsLauricella functionsDirichlet averagesmultiple numerical integrationdouble Dirichlet averagesweighted gamma convolution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Appell, Horn and Lauricella functions (33C65)

Cites Work

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• Multiple Hypergeometric Functions: Probabilistic Interpretations and Statistical Uses
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• Gauss quadrature approximations to hypergeometric and confluent hypergeometric functions
• Generalized gamma convolutions and related classes of distributions and densities
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• New generating functions involving several complex variables
• Distribution of Sum of Identically Distributed Exponentially Correlated Gamma-Variables

Cited In (11)

• The evaluation of a weighted sum of Gauss hypergeometric functions and its connection with Galton-Watson processes
• The exact distribution of sums weights of gamma variables
• A class of weighted gamma distributions and its properties
• The exact density of a general linear combination of gamma variates
• On the density for sums of independent exponential, Erlang and gamma variates
• Extending the Merton model with applications to credit value adjustment
• A reduction formula for the hypergeometric function using gamma random variables
• THEORETICAL PROPERTIES OF THE WEIGHTED GENERALIZED GAMMA AND RELATED DISTRIBUTIONS
• Generalized gamma-type functions involving Kummer’s confluent hypergeometric function and associated probability distributions
• Density and distribution evaluation for convolution of independent gamma variables
• Title not available (Why is that?)

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