2006SSRN Electronic JournalOpen access

On the Convolution of the Negative Binomial Random Variables

Edward Furman

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Abstract

In this note we are concerned with the sums S=Y1+Y2+...+Yn, where every constituent follows the negative binomial distribution with arbitrary parameters. We derive the exact probability mass function and the cumulative probability function of S. We also show that one can relate to the distribution of S as a mixture negative binomial distribution.

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What this paper is about

In this note we are concerned with the sums S=Y1+Y2+...+Yn, where every constituent follows the negative binomial distribution with arbitrary parameters. We derive the exact probability mass function and the cumulative probability function of S. We also show that one can relate to the distribution of S as a mixture negative binomial distribution.

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Available abstract

In this note we are concerned with the sums S=Y1+Y2+...+Yn, where every constituent follows the negative binomial distribution with arbitrary parameters. We derive the exact probability mass function and the cumulative probability function of S. We also show that one can relate to the distribution of S as a mixture negative binomial distribution.

Key concepts: Negative binomial distribution, Mathematics, Beta negative binomial distribution, Cumulative distribution function, Probability mass function, Binomial (polynomial), Binomial distribution, Beta-binomial distribution

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