Approximations to the distribution of sum of independent non-identically gamma random variables

DOI10.1007/s40096-015-0169-2zbMath1405.62025OpenAlexW2228312670WikidataQ59404330 ScholiaQ59404330MaRDI QIDQ1992138

Yanyan Li

Publication date: 2 November 2018

Published in: Mathematical Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40096-015-0169-2

zbMATH Keywords

saddlepoint approximationindependent and non-identically distributedsum of gamma random variables

Mathematics Subject Classification ID

Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items (3)

Approximation Results for Sums of Independent Random Variables ⋮ The distribution of the sum of independent and non identically generalized Lindley random variables ⋮ On the distribution of the sum of independent and non-identically extended exponential random variables

Cites Work

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• A saddlepoint approximation to the distribution of the sum of independent non‐identically beta random variables

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