Accession Number : AD0753990

Title :   On the Exact Distribution of Convolutions of a Truncated Gamma Distribution.

Descriptive Note : Technical rept.,

Corporate Author : GEORGIA UNIV ATHENS DEPT OF STATISTICS AND COMPUTER SCIENCE

Personal Author(s) : Bargmann,Rolf E. ; Bouver,Hubert

Report Date : JUL 1972

Pagination or Media Count : 220

Abstract : The report presents the derivation of formulas, development and documentation of computer programs, for the distribution of the sum of truncated, independent and identically distributed, gamma random variables. The derivation for the cumulative distribution function of the sum of independent, right-truncated, gamma variables is given in detail. The final formula for the left truncation was stated without derivation since it was a special case of the double truncated which was also derived in detail. IBM 360/65 FORTRAN 4 computer programs have been developed which evaluate the cumulative distribution function of the sum of independent gamma variables. (Author)

Descriptors :   (*STATISTICAL DISTRIBUTIONS, *COMPUTER PROGRAMS), RANDOM VARIABLES, PROBABILITY DENSITY FUNCTIONS, INTEGRAL TRANSFORMS, FOURIER ANALYSIS, ANALYTIC FUNCTIONS, NUMERICAL INTEGRATION, CURVE FITTING, GRAPHICS, SUBROUTINES, THESES

Subject Categories : Statistics and Probability
      Computer Programming and Software

Distribution Statement : APPROVED FOR PUBLIC RELEASE