The distribution of the sum of independent gamma random variables
- P. G. Moschopoulos
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The distribution of the sum ofn independent gamma variates with different parameters is expressed as a single gamma-series whose coefficients are computed by simple recursive relations.
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- The distribution of the sum of independent gamma random variables
Annals of the Institute of Statistical Mathematics
Volume 37, Issue 1 , pp 541-544
- Cover Date
- Print ISSN
- Online ISSN
- Kluwer Academic Publishers
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- Gamma distribution
- series representation
- moment generating function
- Industry Sectors
- Author Affiliations
- 1. The University of Texas at Dallas, Dallas, USA