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On the Distribution of the Sum of n Non-Identically Distributed Uniform Random Variables

Author

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  • David Bradley
  • Ramesh Gupta

Abstract

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Suggested Citation

  • David Bradley & Ramesh Gupta, 2002. "On the Distribution of the Sum of n Non-Identically Distributed Uniform Random Variables," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 54(3), pages 689-700, September.
    • Handle: RePEc:spr:aistmt:v:54:y:2002:i:3:p:689-700
    DOI: 10.1023/A:1022483715767
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    Citations

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    Cited by:

    1. Grzegorz Hałaj & Christoffer Kok, 2013. "Assessing interbank contagion using simulated networks," Computational Management Science, Springer, vol. 10(2), pages 157-186, June.
    2. Hidetoshi Murakami, 2014. "A saddlepoint approximation to the distribution of the sum of independent non-identically uniform random variables," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 68(4), pages 267-275, November.
    3. Limani, Jeta & Bettinger, Régis & Dacorogna, Michel M, 2017. "On the diversification benefit of reinsurance portfolios," MPRA Paper 82466, University Library of Munich, Germany.
    4. Buonocore, Aniello & Pirozzi, Enrica & Caputo, Luigia, 2009. "A note on the sum of uniform random variables," Statistics & Probability Letters, Elsevier, vol. 79(19), pages 2092-2097, October.
    5. Elena Carletti & Philipp Hartmann & Giancarlo Spagnolo, 2007. "Bank Mergers, Competition, and Liquidity," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(5), pages 1067-1105, August.
    6. Olivier Klopfenstein, 2010. "Solving chance-constrained combinatorial problems to optimality," Computational Optimization and Applications, Springer, vol. 45(3), pages 607-638, April.
    7. James E. Marengo & David L. Farnsworth & Lucas Stefanic, 2017. "A Geometric Derivation of the Irwin-Hall Distribution," International Journal of Mathematics and Mathematical Sciences, Hindawi, vol. 2017, pages 1-6, September.

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