Exact distribution of the product of \(m\) gamma and \(n\) Pareto random variables

DOI10.1016/j.cam.2011.04.018zbMath1216.62021MaRDI QIDQ550112

Saralees Nadarajah

Publication date: 8 July 2011

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2011.04.018

zbMATH Keywords

gamma distribution; Pareto distribution; product of random variables; Meijer \(G\) function

Mathematics Subject Classification ID

62-04: Software, source code, etc. for problems pertaining to statistics

62E15: Exact distribution theory in statistics

62G30: Order statistics; empirical distribution functions

33C90: Applications of hypergeometric functions

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