This paper presents a method to prove the probability distribution of linear combinations of random variables based on the modified Stein equation.Based on the linear combination H=m-1 Zr+n-1 of random varia-bles Zr and Zr,Stein equation about H is obtained by using the Stein feature of gamma distribution Γ(r,1).By adding the quadratic differentiable function and using the improved Stein equation,the probability density function and the display formula about H+and H are obtained.
关键词
伽马分布/概率密度函数/Stein方法
Key words
gamma distribution/probability density function/Stein method
维普
万方数据