Pages that link to "Item:Q120481"

The following pages link to The distribution of the sum of independent gamma random variables (Q120481):

Displaying 50 items.

• coga (Q43143) (← links)
• An approximation to the convolution of gamma distributions (Q120483) (← links)
• Density and distribution evaluation for convolution of independent gamma variables (Q120486) (← links)
• On estimation for Brownian motion governed by telegraph process with multiple off states (Q124045) (← links)
• A different perspective on the propagation-separation approach (Q384263) (← links)
• Evaluation of multitype mathematical models for CFSE-labeling experiment data (Q417351) (← links)
• The \(n\)-fold convolution of a finite mixture of densities (Q441003) (← links)
• Approximate simulation techniques and distribution of an extended gamma process (Q518865) (← links)
• On the linear combination, product and ratio of normal and Laplace random variables (Q544956) (← links)
• A novel trace test for the mean parameters in a multivariate growth curve model (Q618147) (← links)
• A variational model for multiplicative structured noise removal (Q683630) (← links)
• Berry-Esseen and Edgeworth approximations for the normalized tail of an infinite sum of independent weighted gamma random variables (Q765880) (← links)
• Risk capital decomposition for a multivariate dependent gamma portfolio (Q817298) (← links)
• On the linear combination of normal and Laplace random variables (Q880891) (← links)
• On the linear combination of exponential and gamma random variables (Q925730) (← links)
• A review of results on sums of random variables (Q944904) (← links)
• Normal and logistic random variables: Distribution of the linear combination (Q1015472) (← links)
• Large deviations of time-averaged statistics for Gaussian processes (Q1726729) (← links)
• First passage time of a Lévy degradation model with random effects (Q1739386) (← links)
• Approximations to the distribution of sum of independent non-identically gamma random variables (Q1992138) (← links)
• Heterogeneous tail generalized COMFORT modeling via Cholesky decomposition (Q2001089) (← links)
• Simultaneous monitoring of origin and scale in left-bounded processes via depth (Q2068901) (← links)
• Estimation of multivariate generalized gamma convolutions through Laguerre expansions (Q2074286) (← links)
• Geometric sums, size biasing and zero biasing (Q2135496) (← links)
• On linear combination of generalized logistic random variables with an application to financial returns (Q2185416) (← links)
• An allometric model for trees (Q2187522) (← links)
• On the distribution of the sum of independent and non-identically extended exponential random variables (Q2195516) (← links)
• Statistical test for fractional Brownian motion based on detrending moving average algorithm (Q2201337) (← links)
• Maintenance policy for a system with a weighted linear combination of degradation processes (Q2272307) (← links)
• A note on compound renewal risk models with dependence (Q2345669) (← links)
• A stochastic model of cell cycle desynchronization (Q2379631) (← links)
• Multiple risk factor dependence structures: copulas and related properties (Q2397858) (← links)
• Multiple risk factor dependence structures: distributional properties (Q2404540) (← links)
• A generalized spatial sign covariance matrix (Q2418507) (← links)
• The wrapped gamma distribution and wrapped sums and linear combinations of independent gamma and Laplace distributions (Q2470903) (← links)
• On the distribution of mixed sum of independent random variables one of them associated with Srivastava's polynomials and \(\overline{H}\)-function (Q2509432) (← links)
• A novel single-gamma approximation to the sum of independent gamma variables, and a generalization to infinitely divisible distributions (Q2509805) (← links)
• A Bayesian-weighted inverse Gaussian regression model with application to seismological data (Q2682562) (← links)
• Explicit representations for the expectations of exponential functionals of the multi-factor variance gamma process and their applications (Q2803412) (← links)
• Sum, product and ratio of Pareto and gamma variables (Q3012680) (← links)
• A Reconciliation of the Top-Down and Bottom-Up Approaches to Risk Capital Allocations: Proportional Allocations Revisited (Q3385437) (← links)
• Exact distribution of the linear combination of<b><i>p</i></b>Gumbel random variables (Q3526048) (← links)
• A characterization of the distribution of a weighted sum of gamma variables through multiple hypergeometric functions (Q3534858) (← links)
• On the Linear Combination of Laplace and Logistic Random Variables (Q3592669) (← links)
• A representation in beta series for the exact density of some random volume contents (Q3773087) (← links)
• Analytical Evaluation of Economic Risk Capital for Portfolios of Gamma Risks (Q4461283) (← links)
• A FORM OF MULTIVARIATE PARETO DISTRIBUTION WITH APPLICATIONS TO FINANCIAL RISK MEASUREMENT (Q4563796) (← links)
• LÉVY PROCESSES INDUCED BY DIRICHLET (B‐)SPLINES: MODELING MULTIVARIATE ASSET PRICE DYNAMICS (Q4917297) (← links)
• (Q4934197) (← links)
• Detecting changes in the second moment structure of high-dimensional sensor-type data in a <i>K</i>-sample setting (Q4965652) (← links)