Products of double gamma, gamma and beta distributions
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Publication:1770079
DOI10.1016/j.spl.2004.02.012zbMath1063.60011MaRDI QIDQ1770079
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
Appell functions; Gauss; Gamma; Beta; Bailey reduction formula; Clausen relations; Double gamma and Dufresne distributions; Sums and products of random variables; Univariate and multivariate hypergeometric functions
60E05: Probability distributions: general theory
Cites Work
- The inverse and determinant of a 2\(\times 2\) uniformly distributed random matrix
- Algebraic properties of beta and gamma distributions, and applications
- On the stochastic equation \({\mathcal L}(X)={\mathcal L}[B(X+C)\) and a property of gamma distributions]
- Random difference equations with logarithmic distribution and the triggered shot noise
- Additive properties of the Dufresne laws and their multivariate extension
- Products of 2 × 2 stochastic matrices with random entries
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