An integral over (0,pi) for the distribution function of a sum of independent gamma random variables and for quadratic forms of Gaussian variables
arxiv:2412.12937[math.PR]. Cornell University: arxiv.org 2024 3 S.
Erscheinungsjahr: 2024
Publikationstyp: Diverses (Forschungsbericht)
Sprache: Englisch
Inhaltszusammenfassung
An integral over (0,pi) is given for the cumulative distribution function of a sum of independent gamma random variables with different scale and shape parameters. The cumulative distribution function of a positive definite quadratic form of a centered Gaussian vector is obtained as a special case with identical shape parameters alpha = 1/2.
Klassifikation
DFG Fachgebiet:
Mathematik
DDC Sachgruppe:
Mathematik
