Mathematics Stack Exchange is a question and answer site for people studying math at any level and professionals in related fields. It's 100% free, no registration required.

Sign up
Here's how it works:
  1. Anybody can ask a question
  2. Anybody can answer
  3. The best answers are voted up and rise to the top

I have statistical variables whose values are real and follow gamma distributions. However, the distributions of each of those variables have a different mean and shape parameter.

I want to know what would be the distribution of a weighted mean of those variables.

I would as well need to know what would happen if the considered variables follow an other kind of distributions or if we I apply other operators (log, exp...)

Thereof, could someone suggest a reference book on this topic ? I had a look at the "Hand-book on Statistical Distributions" by C. Walck and though it is quite useful for their descriptions, it did not really help me there.

share|cite|improve this question
My answer here contains a page with many of the common random variables and how they are related via various transformations. I'm not sure that's exactly what you're looking for, but perhaps it will help. – Mike Spivey Jan 30 '13 at 23:30

I've found Robert B. Ash's online Lectures on Statistics to be a well written overview of statistical techniques. In particular his first lecture (pdf) on transformations of random variables.

share|cite|improve this answer

Your Answer


By posting your answer, you agree to the privacy policy and terms of service.

Not the answer you're looking for? Browse other questions tagged or ask your own question.