H. Sutcliffe

collaborators

4 papers

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 $I ¨ _{X_{i}}^{2}$ , $i = 1, \dots, M$ , and $I ¨ _{Y_{j}}^{2}$ , $j = 1, \dots, N$ , respective…

math.PR2025

Stein's method for asymmetric Laplace approximation

Fraser Daly, Robert E. Gaunt, Heather L. Sutcliffe

Motivated by its appearance as a limiting distribution for random and non-random sums of independent random variables, in this paper we develop Stein's method for approximation by…

math.PR2025

The variance-gamma product distribution

Robert E. Gaunt, Siqi Li, Heather Sutcliffe

We derive the exact probability density function of the product of $N$ independent variance-gamma random variables with zero location parameter. We then apply this formula to deriv…