Abstract | ||
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In this paper, the probability density function of the n-fold convolution of a finite mixture of densities is obtained. The new density is again a finite mixture of densities. In this way, the formula recently given by Ma [N.-Y. Ma, A comment on “On the distribution of Ma and King, Applied Mathematics and Computation” 218 (2011) 202–203] for a two-fold convolution is interpreted and extended and a correct expression for the formula provided by Nadarajah [S. Nadarajah, On the distribution of Ma and King, Applied Mathematics and Computation 189 (2007) 732–733] is given. Several relevant examples are provided, including the convolution for the generalized exponential-sum distribution. |
Year | DOI | Venue |
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2012 | 10.1016/j.amc.2012.03.060 | Applied Mathematics and Computation |
Keywords | Field | DocType |
Convolution,Gamma distribution,Normal, Cauchy and stable distributions | Convolution of probability distributions,Mathematical optimization,Variance-gamma distribution,Mathematical analysis,Convolution,Convolution theorem,Gamma distribution,Probability density function,Convolution power,Mathematics,Computation | Journal |
Volume | Issue | ISSN |
218 | 19 | 0096-3003 |
Citations | PageRank | References |
1 | 0.35 | 5 |
Authors | ||
3 |
Name | Order | Citations | PageRank |
---|---|---|---|
José María Sarabia | 1 | 36 | 7.61 |
Faustino Prieto | 2 | 10 | 2.08 |
Carmen Trueba | 3 | 6 | 0.86 |