In article <[EMAIL PROTECTED]>,
Jane Roberts <[EMAIL PROTECTED]> wrote:
>This is a classical problem. No exact solution exists. See the works by 
>Satterthwise and Walsh. 
>seth

 
Ummm, exactly which classical problem with no exact solution are you
referring to?  Somehow I think you may have interpreted Yan's problem
differently than Radford Neal and I did.
 
Robert Israel                                [EMAIL PROTECTED]
Department of Mathematics        http://www.math.ubc.ca/~israel
University of British Columbia
Vancouver, BC, Canada V6T 1Z2



>"ZHANG Yan" <[EMAIL PROTECTED]> wrote in message
>news:<[EMAIL PROTECTED]>...
>> 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.
 





























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