Products of double gamma, gamma and beta distributions

DOI10.1016/J.SPL.2004.02.012MaRDI QIDQ1770079zbMATH OpenOpenAlexFDO

Authors Jean-François Chamayou

Publication date 7 April 2005

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2004.02.012

zbMATH Keywords

Appell functionsBailey reduction formulaBetaClausen relationsDouble gamma and Dufresne distributionsGammaGaussSums and products of random variablesUnivariate and multivariate hypergeometric functions

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

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Cites work

• Additive properties of the Dufresne laws and their multivariate extension
• Algebraic properties of beta and gamma distributions, and applications
• Family of Pearson discrete distributions generated by the univariate hypergeometric function3F2(α1, α2, α3; γ1, γ2; λ)
• scientific article; zbMATH DE number 3879293 (Why is no real title available?)
• scientific article; zbMATH DE number 3824228 (Why is no real title available?)
• scientific article; zbMATH DE number 3587359 (Why is no real title available?)
• On the stochastic equation \({\mathcal L}(X)={\mathcal L}[B(X+C)]\) and a property of gamma distributions
• Products of 2 × 2 stochastic matrices with random entries
• Random difference equations with logarithmic distribution and the triggered shot noise
• Some properties and applications of probability distributions based on MacDonald function
• The inverse and determinant of a 2 2 uniformly distributed random matrix

Cited in

(4)

• Additive properties of the Dufresne laws and their multivariate extension
• Duals of multiplicative relationships involving beta and gamma random variables
• On the stochastic equation \(\mathcal{L}(Z) = \mathcal{L} [V(X + Z)]\) and properties of Mittag-Leffler distributions
• scientific article; zbMATH DE number 5556234 (Why is no real title available?)

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