### Abstract

Original language | English |
---|---|

Place of Publication | Tilburg |

Publisher | Operations research |

Number of pages | 21 |

Volume | 2006-27 |

Publication status | Published - 2006 |

### Publication series

Name | CentER Discussion Paper |
---|---|

Volume | 2006-27 |

### Keywords

- approximating distributions
- convolution
- gamma distribution

### Cite this

*A Simple Approximation to the Convolution of Gamma Distributions (Replaced by DP 2007-70)*. (CentER Discussion Paper; Vol. 2006-27). Tilburg: Operations research.

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**A Simple Approximation to the Convolution of Gamma Distributions (Replaced by DP 2007-70).** / Stewart, T.; Strijbosch, L.W.G.; Moors, J.J.A.; van Batenburg, P.

Research output: Working paper › Discussion paper › Other research output

TY - UNPB

T1 - A Simple Approximation to the Convolution of Gamma Distributions (Replaced by DP 2007-70)

AU - Stewart, T.

AU - Strijbosch, L.W.G.

AU - Moors, J.J.A.

AU - van Batenburg, P.

N1 - Pagination: 21

PY - 2006

Y1 - 2006

N2 - 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.

AB - 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.

KW - approximating distributions

KW - convolution

KW - gamma distribution

M3 - Discussion paper

VL - 2006-27

T3 - CentER Discussion Paper

BT - A Simple Approximation to the Convolution of Gamma Distributions (Replaced by DP 2007-70)

PB - Operations research

CY - Tilburg

ER -