Algebraic properties of beta and gamma distributions, and applications (Q1271149)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Algebraic properties of beta and gamma distributions, and applications |
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Algebraic properties of beta and gamma distributions, and applications (English)
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15 June 1999
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The author obtains several new identities for the distribution of certain mixtures and convolutions of gamma and beta distributions. Applications of these identities are given to Markov chains and time series with random coefficients.
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beta distributions
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gamma distributions
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Markov chains
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stochastic difference equations
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time series with random coefficients
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