On the distribution of linear combinations of independent Gumbel random variables

On the distribution of linear combinations of independent Gumbel random variables

The distribution of linear combinations of independent Gumbel random variables is of great interest for modeling risk and extremes in the most different areas of application. In this paper we develop near-exact approximations for the distribution of linear combination of independent Gumbel random variables based on a shifted generalized near-integer gamma distribution and on the distribution of...

Exact and Near-Exact Distribution of Positive Linear Combinations of Independent Gumbel Random Variables

We show that the exact distribution of a positive linear combination of independent Gumbel random variables can be written as the sum of a linear combination of independent log Gamma distributions, and an independent shifted Generalized Integer Gamma distribution. Given the complexity of this exact distribution, we develop a near-exact distribution using a shifted Generalized Near-Integer Gamma...

on the effect of linear & non-linear texts on students comprehension and recalling

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On the distribution of linear combinations of chi-square random variables

The distribution of linear combinations of independent chi-square random variables is intimately related with the distribution of quadratic forms in normal random variables [1, 6, 7, 8, 9, 10, 11, 13, 14] and thus it also appears as the limit distribution of quadratic forms in non-normal random variables. As such, this distribution has been studied by many authors [2, 4, 5, 6, 7, 8, 9, 10, 11, ...

Some Unified Results on Comparing Linear Combinations of Independent Gamma Random Variables