(2012) The exact distribution of sums weights of gamma variables. Journal of the Iranian Statistical Society. pp. 23-37. ISSN 17264057 (ISSN)
Full text not available from this repository.
Abstract
We consider a representation of the probability density function of a weighted convolution of the gamma distribution, where a confluent hypergeometric function describes how the differences between the parameters of the components of scale lead to departures from a density range. It is shown that the distributions can be characterized as the product between a gamma density and a confluent hypergeometric function. We give closed-form expressions for the cumulative, survival and hazard rate function. The corresponding moment generating function(m.g.f) and cumulant generating function(c.g.f) have been calculated and their properties have bean discussed.
Item Type: | Article | ||||||||
---|---|---|---|---|---|---|---|---|---|
Creators: |
|
||||||||
Keywords: | Confluent hypergeometric Lauricella function Weighted gamma convolution | ||||||||
Divisions: | |||||||||
Page Range: | pp. 23-37 | ||||||||
Journal or Publication Title: | Journal of the Iranian Statistical Society | ||||||||
Journal Index: | Scopus | ||||||||
Volume: | 11 | ||||||||
Number: | 1 | ||||||||
ISSN: | 17264057 (ISSN) | ||||||||
Depositing User: | مهندس مهدی شریفی | ||||||||
URI: | http://eprints.medilam.ac.ir/id/eprint/1592 |
Actions (login required)
View Item |