Title
The n-fold convolution of a finite mixture of densities.
Abstract
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
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 Sarabia1367.61
Faustino Prieto2102.08
Carmen Trueba360.86