Download This PaperOn the Convolution of the Negative Binomial Random Variables
Statistics and Probability Letters, Vol. 77, No. 2, 2006
6 Pages Posted: 28 Jul 2010
Date Written: July 28, 2006
Abstract
In this note we are concerned with the sums S = Y1, Y2, Yn, where every constituent follows the negative binomial distribution with arbitrary parameters. We derive the exact probability mass function and the cumulative probability function of S. We also show that one can relate to the distribution of S as a mixture negative binomial distribution.
Keywords: Negative Binomial random variables, convolutions
Suggested Citation: Suggested Citation
Furman, Edward, On the Convolution of the Negative Binomial Random Variables (July 28, 2006). Statistics and Probability Letters, Vol. 77, No. 2, 2006
, Available at SSRN: https://ssrn.com/abstract=1650365
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