Repository of Research and Investigative Information

Repository of Research and Investigative Information

Ilam University of Medical Sciences

The exact distribution of sums weights of gamma variables

Fri Sep 30 19:54:10 2022

(2012) The exact distribution of sums weights of gamma variables. Journal of the Iranian Statistical Society. pp. 23-37. ISSN 17264057 (ISSN)

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Official URL: https://www.scopus.com/inward/record.uri?eid=2-s2....

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:
CreatorsEmail
Almasi, I.UNSPECIFIED
Jalilian, R.UNSPECIFIED
Sayehmiri, K.UNSPECIFIED
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

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