Approximations to the distribution of weighted combination of independent probabilities

Dinesh S. Bhoj, Klaus Schiefermayr

Research output: Contribution to journalArticlepeer-review

3 Citations (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.

Original languageEnglish
Pages (from-to)153-159
Number of pages7
JournalJournal of Statistical Computation and Simulation
Volume68
Issue number2
DOIs
Publication statusPublished - 2001

Keywords

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

Fingerprint

Dive into the research topics of 'Approximations to the distribution of weighted combination of independent probabilities'. Together they form a unique fingerprint.

Cite this