Integral representations for convolutions of non-central multivariate gamma distributions

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dc.creatorRoyen, Thomas
dc.date2007-04-04
dc.date.accessioned2026-07-07T07:54:30Z
dc.date.available2026-07-07T07:54:30Z
dc.descriptionThree types of integral representations for the cumulative distribution functions of convolutions of non-central p-variate gamma distributions are given by integration of elementary complex functions over the p-cube Cp = (-pi,pi]x...x(-pi,pi]. In particular, the joint distribution of the diagonal elements of a generalized quadratic form XAX' with n independent normally distributed column vectors in X is obtained. For a single p-variate gamma distribution function (p-1)-variate integrals over Cp-1 are derived. The integrals are numerically more favourable than integrals obtained from the Fourier or laplace inversion formula.
dc.description12 pages
dc.identifierhttps://arxiv.org/abs/0704.0539
dc.identifierhttp://arxiv.org/abs/0704.0539
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/126635
dc.subjectStatistics Theory
dc.subject62H10; 62E15
dc.titleIntegral representations for convolutions of non-central multivariate gamma distributions
dc.typetext

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