The exact density of a general linear combination of gamma variates

MaRDI QIDQ2639484zbMATH OpenFDO

Authors Serge B. Provost

Publication date 1988

Published in Metron (Search for Journal in Brave)

zbMATH Keywords

exact densitylinear combination of independent gamma variatesWhittaker's function

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15)

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(7)

• On linear functions of certain noncentral versions of independent gamma variables
• The residual effect of a growth‐decay mechanism and the distributions of covariance structures
• scientific article; zbMATH DE number 1534871 (Why is no real title available?)
• “On the Class of Erlang Mixtures with Risk Theoretic Applications,” Gordon E. Willmot and Jae-Kyung Woo, April 2007
• On the Distribution of Linear Combinations of Chi-Square Random Variables
• Stein characterizations for linear combinations of gamma random variables
• A review of results on sums of random variables

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