Message-ID: <53E88929.3090904@stamats.de>
Date: 2014-08-11T09:13:13Z
From: Matthias Kohl
Subject: C.D.F
In-Reply-To: <DUB125-W352497DED0595A92B57C7AC6ED0@phx.gbl>
Dear Diba,
you could try package distr; eg.
library(distr)
G1 <- Gammad(scale = 0.7, shape = 0.5)
G2 <- Gammad(scale = 2.1, shape = 1.7)
G3 <- G1+G2 # convolution
G3
For the convolution exact formulas are applied if available, otherwise
we use FFT; see also http://www.jstatsoft.org/v59/i04/ (will appear
soon) resp. a previous version at http://arxiv.org/abs/1006.0764
hth
Matthias
Am 11.08.2014 um 10:17 schrieb pari hesabi:
> Hello everybody,
>
> Can anybody help me to write a program for the CDF of sum of two independent gamma random variables ( covolution of two gamma distributions) with different amounts of parameters( the shape parameters are the same)?
>
> Thank you
>
> Diba
>
> [[alternative HTML version deleted]]
>
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--
Prof. Dr. Matthias Kohl
www.stamats.de