A characterization of the distribution of a weighted sum of gamma variables through multiple hypergeometric functions

DOI10.1080/10652460802045258zbMath1162.33006OpenAlexW1997789214MaRDI QIDQ3534858

Francesca di Salvo

Publication date: 5 November 2008

Published in: Integral Transforms and Special Functions (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10652460802045258

zbMATH Keywords

confluent hypergeometric functionsLauricella functionsDirichlet averagesmultiple numerical integrationdouble Dirichlet averagesweighted gamma convolution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Appell, Horn and Lauricella functions (33C65)

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Cites Work

• Storage capacity of a dam with gamma type inputs
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• Multiple Hypergeometric Functions: Probabilistic Interpretations and Statistical Uses
• Analytical Evaluation of Economic Risk Capital for Portfolios of Gamma Risks
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• Gauss quadrature approximations to hypergeometric and confluent hypergeometric functions
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