Approximations to the distribution of weighted combination of independent probabilities

Dinesh S. Bhoj; Klaus Schiefermayr

doi:10.1080/00949650108812062

Approximations to the distribution of weighted combination of independent probabilities

Dinesh S. Bhoj
, Klaus Schiefermayr

Research Center Wels

Publikation: Beitrag in Fachzeitschrift › Artikel › Begutachtung

3 Zitate (Scopus)

Abstract

Two simple approximations are proposed for the distribution of the weighted combination of n independent probabilities. The approximations are compared with other available approximations. It is shown that one of the proposed approximations is better than the other approximations.

Originalsprache	Englisch
Seiten (von - bis)	153-159
Seitenumfang	7
Fachzeitschrift	Journal of Statistical Computation and Simulation
Jahrgang	68
Ausgabenummer	2
DOIs	https://doi.org/10.1080/00949650108812062
Publikationsstatus	Veröffentlicht - 2001

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title = "Approximations to the distribution of weighted combination of independent probabilities",

abstract = "Two simple approximations are proposed for the distribution of the weighted combination of n independent probabilities. The approximations are compared with other available approximations. It is shown that one of the proposed approximations is better than the other approximations.",

keywords = "Approximation to distributions, Gamma-distribution, Pearson's system of curves, Ratio of two independent gamma variates, Weighted combination of probabilities",

author = "Bhoj, \{Dinesh S.\} and Klaus Schiefermayr",

year = "2001",

doi = "10.1080/00949650108812062",

language = "English",

volume = "68",

pages = "153--159",

journal = "Journal of Statistical Computation and Simulation",

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AU - Bhoj, Dinesh S.

AU - Schiefermayr, Klaus

PY - 2001

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AB - Two simple approximations are proposed for the distribution of the weighted combination of n independent probabilities. The approximations are compared with other available approximations. It is shown that one of the proposed approximations is better than the other approximations.

KW - Approximation to distributions

KW - Gamma-distribution

KW - Pearson's system of curves

KW - Ratio of two independent gamma variates

KW - Weighted combination of probabilities

UR - https://www.scopus.com/pages/publications/0035605521

U2 - 10.1080/00949650108812062

DO - 10.1080/00949650108812062

M3 - Article

AN - SCOPUS:0035605521

SN - 0094-9655

VL - 68

SP - 153

EP - 159

JO - Journal of Statistical Computation and Simulation

JF - Journal of Statistical Computation and Simulation

IS - 2

ER -

Approximations to the distribution of weighted combination of independent probabilities

Abstract

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