Some Univariate Probability Distributions as Sums of Others

Beschreibung

This paper provides an overview of univariate continuous and discrete probability distributions, whose summation yields another known univariate distribution type.
The summation of random variables is central in probability theory and statistical modeling. Understanding how the sum of independent univariate distributions results in another known distribution is crucial for both theoretical developments and practical applications, including queuing theory, Bayesian statistics, reliability engineering, and finance. These properties allow us to simulate systems, estimate risks and understand behaviors in stochastic models.

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Johann Markus Schauerhuber
During his studies and academic resp. professional activities Prof. Dr. Dr. Johann Markus Schauerhuber has been intensively involved in statistical programming, stochastic, risk theory, simulation and mathematical modeling. Most of his professional experience has been gained in the university domain as an academic director, postdoc lecturer / researcher and in government authorities. Email: jm_schauerhuber@gmx.at

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