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.