On the Exact Distribution of Convolutions of a Truncated Gamma Distribution.
Abstract
The report presents the derivation of formulas, development and documentation of computer programs, for the distribution of the sum of truncated, independent and identically distributed, gamma random variables. The derivation for the cumulative distribution function of the sum of independent, right-truncated, gamma variables is given in detail. The final formula for the left truncation was stated without derivation since it was a special case of the double truncated which was also derived in detail. IBM 360/65 FORTRAN 4 computer programs have been developed which evaluate the cumulative distribution function of the sum of independent gamma variables. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Jul 01, 1972
- Accession Number
- AD0753990
Entities
People
- Hubert Bouver
- Rolf E. Bargmann
Organizations
- University of Georgia