Density and Distribution Evaluation for Convolution of Independent Gamma Variables
classification
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math.STstat.TH
keywords
convolutiondensitydistributiongammaindependentvariablesaccuracyapplication
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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.
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