| Sumario: | The application of the calculus of residues in the computation of the nongamma probability density function for the sum of gamma variates with different shape parameters is discussed. The tool is used together with the inversion formula for characteristic functions for computing the distribution of the sum of gamma variates, which is needed when solving problems in statistical inference as well as stochastic processes. Compared to previous methods for obtaining the density function of such a sum, this derivation appears to be more elegant. Moreover, the numerical computation is proven to be simple, especially in any symbolic computer language.
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