Products of normal, beta and gamma random variables: Stein operators and distributional theory
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Publication:1654337
DOI10.1214/16-BJPS349zbMath1393.60020arXiv1507.07696MaRDI QIDQ1654337
Publication date: 8 August 2018
Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1507.07696
Stein's methodnormal distributiongamma distributionMeijer \(G\)-functionbeta distributiongeneralised gamma distributionproducts of random variables distribution
Central limit and other weak theorems (60F05) Probability distributions: general theory (60E05) Approximations to statistical distributions (nonasymptotic) (62E17)
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