The variance-gamma ratio distribution

DOI10.5802/CRMATH.495zbMath1525.60023arXiv2302.12581OpenAlexW4387905934MaRDI QIDQ6081754

Si-Qi Li, Robert E. Gaunt

Publication date: 26 October 2023

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2302.12581

zbMATH Keywords

hypergeometric functionMeijer \(G\)-functionratio distributionvariance-gamma distributionproduct of correlated normal random variables

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Probability distributions: general theory (60E05)

Related Items (1)

On the moments of the variance-gamma distribution

Cites Work

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• On the moments of the variance-gamma distribution
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