On the product and ratio of gamma and beta random variables
From MaRDI portal
Publication:2474720
DOI10.1007/s10182-005-0214-9zbMath1379.62012MaRDI QIDQ2474720
Samuel Kotz, Saralees Nadarajah
Publication date: 6 March 2008
Published in: AStA. Allgemeines Statistisches Archiv (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10182-005-0214-9
exact distributions; products of random variables; ratios of random variables; linear combinations of random variables
60E05: Probability distributions: general theory
62E10: Characterization and structure theory of statistical distributions
Related Items
The stochastic linear combination of Dirichlet distributions, Asymptotics of random contractions, Tail asymptotics under beta random scaling, Products of normal, beta and gamma random variables: Stein operators and distributional theory, On products and mixed sums of gamma and beta random variables motivated by availability, The gamma beta ratio distribution, Tail asymptotic of Weibull-type risks