### Abstract

The exact expression for the convolution of gamma distributions with different scale parameters is quite complicated. The approximation by means of another gamma distribution is shown to be remarkably accurate for wide ranges of the parameter values, in particular if more than two variables are involved.

Original language | English |
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Publisher | Unknown Publisher |

Volume | 2006-27 |

Publication status | Published - 2006 |

### Publication series

Name | CentER Discussion Paper |
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Volume | 2006-27 |

### Keywords

- approximating distributions
- convolution
- gamma distribution

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## Cite this

Stewart, T., Strijbosch, L. W. G., Moors, J. J. A., & van Batenburg, P. C. (2006).

*A simple approximation to the convolution of gamma distributions*. (CentER Discussion Paper; Vol. 2006-27). Unknown Publisher.