A novel single-gamma approximation to the sum of independent gamma variables, and a generalization to infinitely divisible distributions

DOI10.1214/14-EJS914zbMath1348.62045OpenAlexW2014885308MaRDI QIDQ2509805

Amir Elalouf, Shai Covo

Publication date: 30 July 2014

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1403812157

zbMATH Keywords

approximationinfinitely divisible distributionsnegative binomial distributionLévy measuregamma processgeneralized Dickman distributionmoment-matching methodsum of independent gamma variables

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Sums of independent random variables; random walks (60G50) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items

Geometric sums, size biasing and zero biasing

Cites Work

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