Unless a more effective algorithm than  for generating the gamma random variable
with extremely small shape parameters is proposed, modeling error burst and error gap process becomes a difficult and relatively ineffective, imprecise task.
Expressions for the PDF and the CDF of the summation of L independent Gamma random variables were initially derived by Mathai in .
Moschopoulos, "The distribution of the sum of independent gamma random variables," Annals of the Institute of Statistical Mathematics, vol.
Jorgensen and Souza (1994) suggested a Poisson sum of Gamma random variables called Tweedie to estimate insurance risk.
MATHEMATICAL EXPRESSION NOT REPRODUCIBLE IN ASCII] are independent identically distributed Gamma random variables (continuous variables).
it] in Equation 2 are independent and identically distributed gamma random variables with means [[lambda].
We examined the robustness of statistical inferences about [rho] to the normal approximation for [delta] (see Simulations section) when [delta] is actually a log ratio of gamma random variables.
We examined the robustness of the GLMM results to the assumption of a normal distribution for the random effects, [delta], when in fact [delta] was the log of a ratio of two independent and identically distributed gamma random variables with Var([dekta])= [[sigma].