Timeline for What is the distribution of a random linear combination of gamma random variables?
Current License: CC BY-SA 4.0
11 events
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| Jul 20, 2022 at 7:22 | history | edited | jfiedler | CC BY-SA 4.0 |
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| Jul 20, 2022 at 7:17 | vote | accept | jfiedler | ||
| Jul 19, 2022 at 16:08 | comment | added | bdeonovic | to clarify @whuber's point a mixture distribution would be something like $p_Y(y) = w*p_{X_1}(y) + (1-w)*p_{X_2}(y)$ where $p_Y, p_{X_1}, p_{X_2}$ are density functions and as whuber points out if $p_{X_1}=p_{X_2}$ then $p_Y=p_{X_1}=p_{X_2}$ for any value of $w$. | |
| Jul 19, 2022 at 15:00 | history | tweeted | twitter.com/StackStats/status/1549408725139705857 | ||
| Jul 19, 2022 at 14:40 | history | edited | whuber♦ | CC BY-SA 4.0 |
edited title
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| Jul 19, 2022 at 14:30 | history | edited | whuber♦ |
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| Jul 19, 2022 at 14:29 | answer | added | whuber♦ | timeline score: 9 | |
| Jul 19, 2022 at 8:32 | comment | added | jfiedler | Thanks for clarifying the notation - I honestly did not know how to label this combination. I would like to know the answer to the mathematically formulated problem. | |
| Jul 18, 2022 at 14:49 | comment | added | whuber♦ | This is not a random mixture. A mixture of two identical distributions is the distribution itself, whence making a random choice of the weights will not change the distribution. This is a random linear combination or, if you like, a random convex combination of the two values. So, which question do you want answered: the one about a random mixture or the one you have written mathematically? | |
| S Jul 18, 2022 at 13:36 | review | First questions | |||
| Jul 18, 2022 at 15:09 | |||||
| S Jul 18, 2022 at 13:36 | history | asked | jfiedler | CC BY-SA 4.0 |