Computation of the Distribution of the Sum of Independent Negative Binomial Random Variables
The distribution of the sum of negative binomial random variables has a special role in insurance mathematics, actuarial sciences, and ecology. Two methods to estimate this distribution have been published: a finite-sum exact expression and a series expression by convolution. We compare both methods...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2023-04-01
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| Series: | Mathematical and Computational Applications |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2297-8747/28/3/63 |