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 language | English |
|---|---|
| Pages (from-to) | 153-159 |
| Number of pages | 7 |
| Journal | Journal of Statistical Computation and Simulation |
| Volume | 68 |
| Issue number | 2 |
| DOIs | |
| Publication status | Published - 2001 |
Keywords
- Approximation to distributions
- Gamma-distribution
- Pearson's system of curves
- Ratio of two independent gamma variates
- Weighted combination of probabilities
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