# The distribution of the sum of independent gamma random variables

@article{Moschopoulos1985TheDO, title={The distribution of the sum of independent gamma random variables}, author={Panagis G. Moschopoulos}, journal={Annals of the Institute of Statistical Mathematics}, year={1985}, volume={37}, pages={541-544} }

SummaryThe 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.

## 464 Citations

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- Mathematics
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In this paper, exact distribution of the product of independent beta random variables has been derived and its structural form is given together with recurrence relations for the coefficients of this…

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This Letter obtains exact expressions for the probability density function and the cumulative distribution function of the sum of arbitrarily correlated gamma variables in terms of certain Lauricella functions.

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A measure of entropy of the linear combination α X + β Y, derived when X and Y are exponential and gamma random variables distributed independently of each other, is investigated.

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Sums of random variables arise naturally in wireless communications and related areas. Here, we provide a review of the known results on sums of exponential, gamma, lognormal, Rayleigh and Weibull…

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The distribution of the linear combination αX + βY is derived when X and Y are independent Laplace random variables. Extensive tabulations of the associated percentage points are also given. The work…

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