On the product and ratio of gamma and beta random variables

DOI10.1007/s10182-005-0214-9zbMath1379.62012OpenAlexW2108716699MaRDI 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

zbMATH Keywords

exact distributionsproducts of random variablesratios of random variableslinear combinations of random variables

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

Related Items (7)

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 stochastic linear combination of Dirichlet distributions ⋮ Tail asymptotic of Weibull-type risks ⋮ The gamma beta ratio distribution ⋮ Asymptotics of random contractions ⋮ Tail asymptotics under beta random scaling

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