We consider multivariate regression where new dependent variables are consecutively added during the experiment (or in time). So, viewed at the end of the experiment, the number of observations decreases with each added variable. The explanatory variables are observed throughout. In a previous...

The exact expressions for the convolutions of gamma distributions with different scale parameters is quite complicated. The approximation by means of another gamma distribution is shown to be remarkably accurate for wide ranges of the parameter values, especially if more than two random...