@techreport{0be1cf8e39bc4fe28bb2e8c1f89b5ab5,

title = "A Simple Approximation to the Convolution of Gamma Distributions (Revision of DP 2006-27)",

abstract = "The exact expressions for the convolutions 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, especially if more than two random variables are involved. The approximation is particularly good for the upper quantiles that play an important role in auditors' decisions.",

keywords = "approximating distributions, convolution, gamma distribution",

author = "T. Stewart and L.W.G. Strijbosch and J.J.A. Moors and {van Batenburg}, P.",

note = "Pagination: 24",

year = "2007",

language = "English",

volume = "2007-70",

series = "CentER Discussion Paper",

publisher = "Operations research",

type = "WorkingPaper",

institution = "Operations research",

}