论文标题
关于独立指数的密度，Erlang和Gamma变体的密度
On the density for sums of independent exponential, Erlang and gamma variates
论文作者
论文摘要
本文重新检查了独立指数，erlang和伽马随机变量总和的密度。通过使用分歧差的观点，本文提供了一种统一的方法来寻找此类卷积的封闭式公式。特别是，Erlang变量总和的分开差异表明，使用分数计算来找到独立伽马变量总和的密度的新方法。
This paper re-examines the density for sums of independent exponential, Erlang and gamma random variables. By using a divided difference perspective, the paper provides a unified approach to finding closed-form formulae for such convolutions. In particular, the divided difference perspective for sums of Erlang variates suggests a new approach to finding the density for sums of independent gamma variates using fractional calculus.
