Approximations to the distribution of weighted combination of independent probabilities

Dinesh S. Bhoj, Klaus Schiefermayr

Research output: Contribution to journalArticlepeer-review

3 Citations (Scopus)


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.

Original languageEnglish
Pages (from-to)153-159
Number of pages7
JournalJournal of Statistical Computation and Simulation
Issue number2
Publication statusPublished - 2001


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

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