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This tag is used for the saddlepoint approximation to density functions, probability mass functions, cumulative distribution functions, and so on. See Ronald W Butler: "Saddlepoint approximations with applications".
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Simulation of PDF of sum of correlated Gamma random variables (in R)
My question is very related to the general sum of Gamma RVs question found in the following link:
[The sum of two independent gamma random variables
There is some helpful R code there for generating …