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

DOI10.1080/10652460802045258MaRDI QIDQ3534858zbMATH OpenOpenAlexFDO

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

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)

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Cited in

(11)

• The evaluation of a weighted sum of Gauss hypergeometric functions and its connection with Galton-Watson processes
• On the density for sums of independent exponential, Erlang and gamma variates
• Density and distribution evaluation for convolution of independent gamma variables
• The exact density of a general linear combination of gamma variates
• The exact distribution of sums weights of gamma variables
• Generalized gamma-type functions involving Kummer’s confluent hypergeometric function and associated probability distributions
• scientific article; zbMATH DE number 2188956 (Why is no real title available?)
• A reduction formula for the hypergeometric function using gamma random variables
• Extending the Merton model with applications to credit value adjustment
• A class of weighted gamma distributions and its properties
• THEORETICAL PROPERTIES OF THE WEIGHTED GENERALIZED GAMMA AND RELATED DISTRIBUTIONS

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