Hea, I got the following problem.

Suppose Y=X1+X2+...Xn, where Xi (i=1,2...n) are positive i.i.d. gamma
distribution. I
hope to find the distribution function of Y, which is denoted as y(t). Or
find the corresponding vector y with t varies from 0 to 100.

By using the laplace transform approach, I found that it is impossible to
inverse the the laplace transform of y(t). and now i can not think of other
methods to find the vector with respect the varying t.


Plz give some suggestions. Any information is greatly appreciated!

--
ZHANG Yan




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