The distribution of the sum of independent gamma random variables

Annals of the Institute of Statistical Mathematics volume 37, pages541–544(1985)Cite this article

Summary

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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References

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Author information

Affiliations

  1. The University of Texas at Dallas, Dallas, USA

    P. G. Moschopoulos

Authors
  1. P. G. Moschopoulos
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Moschopoulos, P.G. The distribution of the sum of independent gamma random variables. Ann Inst Stat Math 37, 541–544 (1985). https://doi.org/10.1007/BF02481123

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Key words

  • Gamma distribution
  • series representation
  • moment generating function