ON THE SUMS OF COMPOUND NEGATIVE BINOMIAL AND GAMMA RANDOM VARIABLES
DSpace at IIT Bombay
View Archive InfoField | Value | |
Title |
ON THE SUMS OF COMPOUND NEGATIVE BINOMIAL AND GAMMA RANDOM VARIABLES
|
|
Creator |
VELLAISAMY, P
UPADHYE, NS |
|
Subject |
compound negative binomial distribution
convolution random parameter representation compound poisson distribution sums of gamma random variables poisson process |
|
Description |
We study the convolution of compound negative binomial distributions with arbitrary parameters. The exact expression and also a random parameter representation are obtained. These results generalize some recent results in the literature. An application of these results to insurance mathematics is discussed. The sums of certain dependent compound Poisson variables are also studied. Using the connection between negative binomial and gamma distributions, we obtain a simple random parameter representation for the convolution of independent and weighted gamma variables with arbitrary parameters. Applications to the reliability of m-out-of-n:G systems and to the shortest path problem in graph theory are also discussed.
|
|
Publisher |
APPLIED PROBABILITY TRUST
|
|
Date |
2011-07-18T09:58:28Z
2011-12-26T12:50:32Z 2011-12-27T05:35:50Z 2011-07-18T09:58:28Z 2011-12-26T12:50:32Z 2011-12-27T05:35:50Z 2009 |
|
Type |
Article
|
|
Identifier |
JOURNAL OF APPLIED PROBABILITY, 46(1), 272-283
0021-9002 http://dspace.library.iitb.ac.in/xmlui/handle/10054/4868 http://hdl.handle.net/10054/4868 |
|
Language |
en
|
|