Sep 18, 2012 · This was a bit surprising to me. Even though I knew the $\chi^2$ distribution -- a distribution of the sum of squared standard normal RVs -- was a special case of the gamma, I …

I have read that the sum of Gamma random variables with the same scale parameter is another Gamma random variable. I've also seen the paper by Moschopoulos describing a method for …

Jul 2, 2024 · The moment bound could be used here I guess, even if the sum of these Gamma random variables is not really a Gamma random variable (given that the rate parameters differ).

Feb 12, 2015 · When you multiply a gamma random variable with a beta random variable, you should get a gamma random variable. I'm having a little trouble showing this, though.

The sum of two independent gamma random variables Ask Question Asked 12 years, 9 months ago Modified 9 years, 6 months ago

Feb 2, 2021 · I know the chi-squared distribution is a special case of the gamma distribution, but could not derive the chi-squared distribution for random variable $Y$. Any help, please?

I've learned sum of exponential random variables follows Gamma distribution. But everywhere I read the parametrization is different. For instance, Wiki describes the relationship, but don't …

Oct 1, 2017 · Unfortunately not relevant, that post considers the weighted sum of Gamma random variables where the weights are strictly positive. In my case the weights would be +1 and -1 …

Jul 30, 2019 · I defined a gamma distribution with following parameters: shape,scale = 4.2503, 7037. This dribuation is used to generate random numbers. The random numbers will be …

Jun 13, 2019 · I know that two independent exponentially distributed random variables with the same rate parameter follow a gamma distribution with shape parameter equal to the amount of …