Item request has been placed! ×
Item request cannot be made. ×
loading  Processing Request

Near-exact distributions for positive linear combinations of independent non-central Gamma random variables

Item request has been placed! ×
Item request cannot be made. ×
loading   Processing Request
اقرأ أكثر حفظ في قائمتي
  • معلومة اضافية
    • Contributors:
      DM - Departamento de Matemática; CMA - Centro de Matemática e Aplicações
    • بيانات النشر:
      American Institute of Physics (AIP)
    • الموضوع:
      2016
    • Collection:
      Repositório da Universidade Nova de Lisboa (UNL)
    • نبذة مختصرة :
      Research partially supported by National Funds through FCT Fundação para a Ciência e a Tecnologia, project UID/MAT/00297/2013 (CMA/UNL). ; In this paper near-exact distributions for positive linear combinations of independent non-central Gamma random variables are developed. The authors show that through an adequate factorization of the characteristic function it is possible to obtain precise near-exact distributions which correspond to mixtures of Generalized Near-Integer Gamma distributions. Numerical studies are conducted in order to assess the precision of these approximations. ; publishersversion ; published
    • ISBN:
      978-0-7354-1392-4
      978-0-00-380803-2
      0-7354-1392-4
      0-00-380803-3
    • ISSN:
      0094-243X
    • Relation:
      PURE: 1243491; PURE UUID: 95a2a2df-6b0b-4a9f-9ac2-2252a18d88e9; Scopus: 84984578930; WOS: 000380803300211; ORCID: /0000-0002-5628-0625/work/50749155; http://www.scopus.com/inward/record.url?scp=84984578930&partnerID=8YFLogxK; https://doi.org/10.1063/1.4951972
    • الرقم المعرف:
      10.1063/1.4951972
    • الدخول الالكتروني :
      http://www.scopus.com/inward/record.url?scp=84984578930&partnerID=8YFLogxK
      https://doi.org/10.1063/1.4951972
    • Rights:
      openAccess
    • الرقم المعرف:
      edsbas.F5D984F8