Independent non-identical five-parameter gamma-Weibull variates and their sums

• Autores: Charles E.M. Pearce, Roy B. Leipnik
• Localización: Anziam journal: The Australian & New Zealand industrial and applied mahtematics journal, ISSN 1446-1811, Vol. 46, Nº 2, 2004, págs. 265-271
• Idioma: inglés
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• Resumen

  • Gamma-Weibull variates with five parameters are defined by multiplication of gamma and Weibull densities and renormalising. Sums of independent such variates are distributed as combinations of products of gammas and confluent hypergeometric functions and are explicitly determined. Sums of independent non-identical Weibulls arise as a special case. These variates can be used to model moderately extreme scenarios between gamma and Weibull that occur in many natural applications. All results are exact.