[R] C.D.F

[Prof. Dr. Matthias Kohl]

Dear Diba,

you could try package distr; eg.

library(distr)
G1 <- Gammad(scale = 0.7, shape = 0.5)
G2 <- Gammad(scale = 2.1, shape = 1.7)
G3 <- G1+G2 # convolution
G3

For the convolution exact formulas are applied if available, otherwise 
we use FFT; see also http://www.jstatsoft.org/v59/i04/ (will appear 
soon) resp. a previous version at http://arxiv.org/abs/1006.0764

hth
Matthias

Am 11.08.2014 um 10:17 schrieb pari hesabi:
> Hello everybody,
>
> Can anybody help me to write a program for the CDF of sum of two independent gamma random  variables ( covolution of two gamma distributions)  with different amounts of parameters( the shape parameters are the same)?
>
> Thank you
>
> Diba
>   		 	   		
> 	[[alternative HTML version deleted]]
>
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-- 
Prof. Dr. Matthias Kohl
www.stamats.de