Geometric sum of shape-two gamma variables
ID: geometric-sum-of-shape-two-gamma-variables
Let the summands have gamma distribution with shape two and rate , and let the independent positive-support geometric distribution count have parameter . Put and . The aggregate moment-generating function factors as , so it is the sum of two independent exponential distributions of rates . Its probability density function is for , nonnegative and integrating to one. This contrasts with the geometric sum of exponential variables, which is itself exponential.
New to topics? Read the docs here!