@inproceedings{95a2a2df6b0b4a9f9ac22252a18d88e9,
title = "Near-exact distributions for positive linear combinations of independent non-central Gamma random variables",
abstract = "In this paper near-exact distributions for positive linear combinations of independent non-central Gamma random variables are developed. The authors show that through an adequate factorization of the characteristic function it is possible to obtain precise near-exact distributions which correspond to mixtures of Generalized Near-Integer Gamma distributions. Numerical studies are conducted in order to assess the precision of these approximations.",
keywords = "Characteristic function, Gamma distribution, Generalized Near-Integer Gamma distribution, Mixtures",
author = "Marques, {Filipe J.} and Coelho, {Carlos A.}",
note = "Research partially supported by National Funds through FCT Funda{\c c}{\~a}o para a Ci{\^e}ncia e a Tecnologia, project UID/MAT/00297/2013 (CMA/UNL).; International Conference of Numerical Analysis and Applied Mathematics 2015, ICNAAM 2015 ; Conference date: 23-09-2015 Through 29-09-2015",
year = "2016",
month = jun,
day = "8",
doi = "10.1063/1.4951972",
language = "English",
series = "AIP Conference Proceedings",
publisher = "AIP - American Institute of Physics",
editor = "Simos, {T. E.} and C. Tsitouras",
booktitle = "Proceedings of the International Conference of Numerical Analysis and Applied Mathematics 2015 (ICNAAM 2015)",
address = "United States",
}