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math.PR2025
A Probability Inequality for Convolutions of MTP2-Distribution Functions
Thomas Royen
A probability inequality is proved for n-fold convolutions of a smooth cumulative distribution function on (0,infinity)x...x(0,infinity), which is multivariate totally positive of…
math.PR2024
An integral over for the distribution function of a sum of independent gamma random variables and for quadratic forms of Gaussian variables
Thomas Royen
An integral over the interval is given for the cumulative distribution function of a sum of independent gamma random variables with different scale and shape parameters. T…