Density and distribution evaluation for convolution of independent gamma variables

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

On the Distribution of the Product and Ratio of Independent Generalized Gamma-Ratio Random Variables

Using a decomposition of the characteristic function of the logarithm of the product of independent generalized gamma-ratio random variables (r.v.’s), we obtain explicit expressions for both the probability density and cumulative distribution functions of the product of independent r.v.’s with generalized F or generalized gamma-ratio distributions in the form of particular mixtures of generaliz...

متن کامل

Density estimators for the convolution of discrete and continuous random variables

Suppose we have independent observations of a pair of independent random variables, one with a density and the other discrete. The sum of these random variables has a density, which can be estimated by an ordinary kernel estimator. Since the two components are independent, we can write the density as a convolution and alternatively estimate it by a convolution of a kernel estimator of the conti...

متن کامل

Dose Distribution Evaluation and Independent Quality Check of Spherical INTRABEAM™ Applicators via Radiochromic EBT2 Film Measurement

Introduction: The present study was conducted to implement a simple practical independent quality check of depth dose and isotropy of the Intrabeam™ therapeutic X-ray machine using radiochromic EBT2 film. Material and Methods: Theindependent quality check of 1.5, 3.5, and 5-cm spherical Intrabeam™ applicators was accomplished using particular EBT2 film cutting pieces with internal rounded edge...

متن کامل

On the monotone likelihood ratio property for the convolution of independent binomial random variables

Given that r and s are natural numbers and X ∼ Binomial(r, q) and Y ∼ Binomial(s, p) are independent random variables where q, p ∈ (0, 1), we prove that the likelihood ratio of the convolution Z = X + Y is decreasing, increasing, or constant when q < p, q > p or q = p, respectively. © 2009 Elsevier B.V. All rights reserved.

متن کامل

Nonextensive statistical mechanics and central limit theorems I - Convolution of independent random variables and q-product

In this article we review the standard versions of the Central and of the Lévy-Gnedenko Limit Theorems, and illustrate their application to the convolution of independent random variables associated with the distribution Gq (X) ≡ Aq [ 1 +(q−1)Bq (X − μ̄q) ] 1 1−q (Aq > 0; Bq > 0; q < 3), known as q-Gaussian. This distribution emerges upon extremisation of the nonadditive entropy Sq ≡ k (1− ∫ [p(...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Computational Statistics

سال: 2019

ISSN: 0943-4062,1613-9658

DOI: 10.1007/s00180-019-00924-9