CLT and sum of gamma random variables Announcing the arrival of Valued Associate #679: Cesar Manara Planned maintenance scheduled April 17/18, 2019 at 00:00UTC (8:00pm US/Eastern)Random Variable Rescaling (Lindeberg CLT)Sum of $N$ Gamma distributed random variables being $N$ a Gamma distribution random variableUsing the Central Limit Theorem to form CI from Gamma distributed random variablesEstimate Gamma distribution using central limit theoremCDF of the maximum of i.i.d. gamma random variable in closed form (or in power series)Multidimensional CLT for Exchangeable Random VariablesConvergence of sample mean using CLTConjugate Prior for Gamma DistributionCentral limit theorem for sequence of Gamma-distributed random variables.Method of moments with a Gamma distribution
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CLT and sum of gamma random variables
Announcing the arrival of Valued Associate #679: Cesar Manara
Planned maintenance scheduled April 17/18, 2019 at 00:00UTC (8:00pm US/Eastern)Random Variable Rescaling (Lindeberg CLT)Sum of $N$ Gamma distributed random variables being $N$ a Gamma distribution random variableUsing the Central Limit Theorem to form CI from Gamma distributed random variablesEstimate Gamma distribution using central limit theoremCDF of the maximum of i.i.d. gamma random variable in closed form (or in power series)Multidimensional CLT for Exchangeable Random VariablesConvergence of sample mean using CLTConjugate Prior for Gamma DistributionCentral limit theorem for sequence of Gamma-distributed random variables.Method of moments with a Gamma distribution
$begingroup$
I am having trouble approximating the sum of gamma-distributed variables via CLR.
I know via Gamma that
$X=sum_i=1^n X_i \$ and
$XsimGamma(nalpha,beta) \$
and $CLT: Z_n=fracoverlineX-nmusigmasqrtn$
Let's say n = 300, $X_isimGamma(0.6,0.3) \$
so $X=sum_i=1^n X_i \$, $XsimGamma(300*(0.6),0.3) \$
$mu = fracalphabeta = 600.\
sigma^2 = fracalphabeta^2 = 2000\
sigma = 44.72\$
For $Z_n$, does $nmu$ refer to $300*mu$?
Thanks in advance.
central-limit-theorem gamma-distribution
$endgroup$
add a comment |
$begingroup$
I am having trouble approximating the sum of gamma-distributed variables via CLR.
I know via Gamma that
$X=sum_i=1^n X_i \$ and
$XsimGamma(nalpha,beta) \$
and $CLT: Z_n=fracoverlineX-nmusigmasqrtn$
Let's say n = 300, $X_isimGamma(0.6,0.3) \$
so $X=sum_i=1^n X_i \$, $XsimGamma(300*(0.6),0.3) \$
$mu = fracalphabeta = 600.\
sigma^2 = fracalphabeta^2 = 2000\
sigma = 44.72\$
For $Z_n$, does $nmu$ refer to $300*mu$?
Thanks in advance.
central-limit-theorem gamma-distribution
$endgroup$
$begingroup$
$nmu$ is just $600$.
$endgroup$
– Kavi Rama Murthy
Mar 27 at 7:55
add a comment |
$begingroup$
I am having trouble approximating the sum of gamma-distributed variables via CLR.
I know via Gamma that
$X=sum_i=1^n X_i \$ and
$XsimGamma(nalpha,beta) \$
and $CLT: Z_n=fracoverlineX-nmusigmasqrtn$
Let's say n = 300, $X_isimGamma(0.6,0.3) \$
so $X=sum_i=1^n X_i \$, $XsimGamma(300*(0.6),0.3) \$
$mu = fracalphabeta = 600.\
sigma^2 = fracalphabeta^2 = 2000\
sigma = 44.72\$
For $Z_n$, does $nmu$ refer to $300*mu$?
Thanks in advance.
central-limit-theorem gamma-distribution
$endgroup$
I am having trouble approximating the sum of gamma-distributed variables via CLR.
I know via Gamma that
$X=sum_i=1^n X_i \$ and
$XsimGamma(nalpha,beta) \$
and $CLT: Z_n=fracoverlineX-nmusigmasqrtn$
Let's say n = 300, $X_isimGamma(0.6,0.3) \$
so $X=sum_i=1^n X_i \$, $XsimGamma(300*(0.6),0.3) \$
$mu = fracalphabeta = 600.\
sigma^2 = fracalphabeta^2 = 2000\
sigma = 44.72\$
For $Z_n$, does $nmu$ refer to $300*mu$?
Thanks in advance.
central-limit-theorem gamma-distribution
central-limit-theorem gamma-distribution
asked Mar 27 at 7:34
Sean MciSean Mci
82
82
$begingroup$
$nmu$ is just $600$.
$endgroup$
– Kavi Rama Murthy
Mar 27 at 7:55
add a comment |
$begingroup$
$nmu$ is just $600$.
$endgroup$
– Kavi Rama Murthy
Mar 27 at 7:55
$begingroup$
$nmu$ is just $600$.
$endgroup$
– Kavi Rama Murthy
Mar 27 at 7:55
$begingroup$
$nmu$ is just $600$.
$endgroup$
– Kavi Rama Murthy
Mar 27 at 7:55
add a comment |
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$begingroup$
$nmu$ is just $600$.
$endgroup$
– Kavi Rama Murthy
Mar 27 at 7:55