Density and Distribution Evaluation for Convolution of Independent Gamma Variables
Computation
2022-12-15 v1 Statistics Theory
Statistics Theory
Abstract
Several numerical evaluations of the density and distribution of convolution of independent gamma variables are compared in their accuracy and speed. In application to renewal processes, an efficient formula is derived for the probability mass function of the event count.
Cite
@article{arxiv.1806.04059,
title = {Density and Distribution Evaluation for Convolution of Independent Gamma Variables},
author = {Chaoran Hu and Vladimir Pozdnyakov and Jun Yan},
journal= {arXiv preprint arXiv:1806.04059},
year = {2022}
}