Duals of multiplicative relationships involving beta and gamma random variables

DOI10.1016/j.spl.2022.109668zbMath1498.62038OpenAlexW4293879897MaRDI QIDQ2081781

Yanyan Li

Publication date: 30 September 2022

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

Full work available at URL: https://doi.org/10.1016/j.spl.2022.109668

zbMATH Keywords

inverse Gaussian distributionfirst-order Markov processscale mixtureLegendre's duplication formula

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

Uses Software

• DLMF

Cites Work

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• Multiply monotone functions and their Laplace transforms
• Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
• Intermediate order statistics with applications to nonparametric estimation
• Simple functions of independent beta random variables that follow beta distributions
• A bivariate distribution with gamma and beta marginals with application to drought data
• A Note on the Generation of Random Normal Deviates
• An Autoregressive Process for Beta Random Variables
• Some bivariate beta distributions
• A generalized unimodality
• Some Properties of Beta and Gamma Distributions

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