Density and Distribution Evaluation for Convolution of Independent Gamma Variables.
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...
Paper Details
Title
Density and Distribution Evaluation for Convolution of Independent Gamma Variables.
Published Date
Jun 11, 2018
Journal
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