Near-exact distributions for positive linear combinations of independent non-central Gamma random variables

Marques, Filipe J.; Coelho, Carlos A.

http://hdl.handle.net/10362/36727

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Autores

Marques, Filipe J.

Coelho, Carlos A.

Resumo(s)

In this paper near-exact distributions for positive linear combinations of independent non-central Gamma random variables are developed. The authors show that through an adequate factorization of the characteristic function it is possible to obtain precise near-exact distributions which correspond to mixtures of Generalized Near-Integer Gamma distributions. Numerical studies are conducted in order to assess the precision of these approximations.

Descrição

Research partially supported by National Funds through FCT Fundação para a Ciência e a Tecnologia, project UID/MAT/00297/2013 (CMA/UNL).

Palavras-chave

Characteristic function Gamma distribution Generalized Near-Integer Gamma distribution Mixtures General Physics and Astronomy

URI

http://www.scopus.com/inward/record.url?scp=84984578930&partnerID=8YFLogxK

Editora

AIP - American Institute of Physics

DOI

10.1063/1.4951972

Coleções

FCT: DM - Documentos de conferências internacionais

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