H. Sutcliffe

activity

20222026

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math.PR2026

The non-central gamma sum and difference distributions: exact distribution and asymptotic expansions

Robert E. Gaunt, Heather L. Sutcliffe

Exact formulas are derived for the probability density functions of the sum and difference of two independent non-central gamma distributed random variables, with both series and i…

math.PR2026

The distribution of the ratio of products of independent zero mean normal random variables

Robert E. Gaunt, Heather L. Sutcliffe

Let $X_{1}, \dots, X_{M}$ and $Y_{1}, \dots, Y_{N}$ be independent zero mean normal random variables with variances $σ_{X_{i}}^{2}$ , $i = 1, \dots, M$ , and $σ_{Y_{j}}^{2}$ , $j = 1, \dots, N$ , respectively…