An Application of the Residue Calculus: The Distribution of the Sum of Nonhomogeneous Gamma Variates.
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...
| Publicado en: | American Statistician Vol. 63; no. 1; pp. 37 - 40 |
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| Formato: | Artículo |
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American Statistical Association
February 2009
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| Acceso en línea: | Ver este registro en EBSCOhost |