Identifying the distribution of linear combinations of gamma random variables via Stein’s method

DOI10.1080/03610926.2021.1945104OpenAlexW3176344473MaRDI QIDQ6106182

Jingcai Yang, Dawei Lu

Publication date: 27 June 2023

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2021.1945104

zbMATH Keywords

Stein's methodprobability density functiongamma random variables

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Probability distributions: general theory (60E05)

Cites Work

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• On the distribution of the product of correlated normal random variables
• Stein characterizations for linear combinations of gamma random variables
• Closed form summation for classical distributions: variations on a theme of de Moivre
• Products of normal, beta and gamma random variables: Stein operators and distributional theory
• Variance-gamma approximation via Stein's method
• Normal Approximation by Stein’s Method
• A BESSEL FUNCTION DISTRIBUTION
• Stein’s method and the distribution of the product of zero mean correlated normal random variables
• A note on the distribution of the product of zero‐mean correlated normal random variables

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