ON QUANTILES OF SUMS |
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| Authors: | Ray Watson IAN Gordon |
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| Institution: | Department of Statistics, University of Melbourne;Department of Community Medicine, University of Melbourne |
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| Abstract: | In this paper we investigate the relationship between the quantiles of a sum of independent continuous random variables and those of its components. Results concerning this relationship are given for the special cases of symmetric distributions, gamma distributions, and for the difference of identically distributed random variables. |
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| Keywords: | Gamma distribution Hazard density function Quantile Sums of independent random variables Tail behaviour |
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