In article <[EMAIL PROTECTED]>, ZHANG Yan <[EMAIL PROTECTED]> wrote: >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. Hint: If you can find the laplace transform of the gamma distribution, you can find the inverse laplace transform of the distribution of Y... Robert Israel [EMAIL PROTECTED] Department of Mathematics http://www.math.ubc.ca/~israel University of British Columbia Vancouver, BC, Canada V6T 1Z2 . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
