The n-fold convolution of a finite mixture of densities

DOI10.1016/J.AMC.2012.03.060MaRDI QIDQ441003zbMATHOpenAlexFDO

Authors Carmen Trueba, José María Sarabia, Faustino Prieto

Publication date 19 August 2012

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2012.03.060

zbMATH Keywords

convolutiongamma distributionnormalCauchy and stable distributions

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

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Cites work

• scientific article; zbMATH DE number 3731128 (Why is no real title available?)
• scientific article; zbMATH DE number 699423 (Why is no real title available?)
• A Primer on Statistical Distributions
• A comment on ``On the distribution of Ma and King
• A general analytical solution for calculating \(n\)-fold convolution power of exponential-sum distribution functions
• A review of results on sums of random variables
• On the distribution of Ma and King
• Point processes with correlated gamma interarrival times
• Statistical analysis of finite mixture distributions
• Storage capacity of a dam with gamma type inputs
• The \(n\)-fold convolution of generalized exponential-sum distribution functions
• The distribution of the sum of independent gamma random variables

Cited in

(7)

• A novel analytical scheme to compute the \(n\)-fold convolution of exponential-sum distribution functions
• On the distribution of Ma and King
• Some recursions for moments of \(n\)-fold convolutions.
• On the residuality of mixing by convolutions probabilities
• How to compute the n-fold convolution power of elementary functions without numerical integration
• A comment on ``On the distribution of Ma and King
• The \(n\)-fold convolution of generalized exponential-sum distribution functions

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