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

(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
Keywords: Confluent hypergeometric Lauricella function Weighted gamma convolution
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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