Journal article

ON QUANTILES OF SUMS

R Watson, I Gordon

Australian Journal of Statistics | Published : 1986

DOI: 10.1111/j.1467-842X.1986.tb00598.x

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. Copyright © 1986, Wiley Blackwell. All rights reserved

University of Melbourne Researchers

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Keywords

49 Mathematical Sciences
4905 Statistics
4901 Applied Mathematics