This paper presents a unified analytical method for computing the average E[g(x/(Sigmak=1Kyk+ b))] of some arbitrary function g(.) when x is a gamma random variable and independent of the arbitrary random variables y1, y2, ..., yk. This leads to new explicit expressions for the averages of some specific functions including, erfc(radicz), exp(-z), zn, and In(1 + z), in terms of the moment generating functions of y1, y2, ..., yK.
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Khairi Ashour Hamdi (2007) studied this question.
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