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ON QUANTILES OF SUMS
Author(s) -
Watson Ray,
Gordon IAN
Publication year - 1986
Publication title -
australian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.434
H-Index - 41
eISSN - 1467-842X
pISSN - 0004-9581
DOI - 10.1111/j.1467-842x.1986.tb00598.x
Subject(s) - quantile , independent and identically distributed random variables , mathematics , random variable , statistics , econometrics
Summary 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.