The variable is a sum of two random variable which obey gamma and uniform distributions, respectively. The parameters of the uniform distribution variable are determined, and the other's must be retrieved from real time calculation.
I want to find the boundary of the summed variable, like using a three sigma rule would do for a normal distribution. Is there any good method to estimate that?
Some inequality, like the Chebyshev inequality, might be too generic of a method so that it will not perform exactly as the three sigma rule would.