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
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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.
Tilburg : Operations research, 2006. (CentER Discussion Paper; Vol. 2006-27).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 -