75 questions linked to/from Generic sum of Gamma random variables
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### The distribution of the linear combination of Gamma random variables [duplicate]

If $X_i\sim\Gamma(\alpha_i,\beta_i)$ for $1\leq i\leq n$, let $Y = \sum_{i=1}^n c_iX_i$ where $c_i$ are positive real numbers. Assume all the parameters $\alpha_i$'s and $\beta_i$'s are all known, ...
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### PDF and CDF of sum of two independent $\Gamma$-distributed random variables [duplicate]

Let $X \sim \Gamma(m, p)$ with a shape parameter $m$ and a scale parameter $p$ and $Y \sim \Gamma(m, q)$ with a shape parameter $m$ and a scale parameter $q$, and let $X$ and $Y$ be independent. ...
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### Asymptotic distribution of a weighted sum of chi squared variables beyond CLT? [duplicate]

I have a sum $$S = \sum_{i=1}^{n} d_i X_i^2,$$ where $X_i$ are independent standard normals, and $d_i > 0$ are fixed real numbers, for example $d_i = i$. The asymptotic distribution of this sum ...
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### what is the simplified expression for the sum of probability of exponential distributed data? [duplicate]

Hi, I want to find the expression of P(Y1+...+Yn>U) as shown in the screeshot below but I have no idea how to do this. I'm not sure whether I should use Erlang distribution or gamma distribution. ...
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### Why is the sum of two random variables a convolution?

For long time I did not understand why the "sum" of two random variables is their convolution, whereas a mixture density function sum of $f(x)$ and $g(x)$ is $p\,f(x)+(1-p)g(x)$; the arithmetic sum ...
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### How does saddlepoint approximation work?

How does saddlepoint approximation work? What sort of problem is it good for? (Feel free to use a particular example or examples by way of illustration) Are there any drawbacks, difficulties, things ...
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### How often do you have to roll a 6-sided die to obtain every number at least once?

I've just played a game with my kids that basically boils down to: whoever rolls every number at least once on a 6-sided die wins. I won, eventually, and the others finished 1-2 turns later. Now I'm ...
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### Distribution of sum of squares of normals that have mean zero but not variance one?

I am trying to find the distribution of a random variable that is calculated according to $Y:=\sum_{i=1}^n X_i^2$ where $X_i$ is distributed as $\mathcal{N}(0,\sigma^2_i)$. Does there exist a ...
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