The Distribution of Products of Beta, Gamma and Gaussian Random Variables
From MaRDI portal
Publication:5594938
DOI10.1137/0118065zbMath0198.23703OpenAlexW2021547250WikidataQ59831530 ScholiaQ59831530MaRDI QIDQ5594938
No author found.
Publication date: 1970
Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0118065
Related Items (57)
On the number of ones in outcome sequence of extended Pohl generator ⋮ The impact of systemic and illiquidity risk on financing with risky collateral ⋮ On the products of powers of generalized dirichlet components with an application ⋮ Hypergeometric differential equation and new identities for the coefficients of Nørlund and Bühring ⋮ Distributions of the product and ratio of Maxwell and Rayleigh random variables ⋮ The type I distribution of the ratio of independent ``Weibullized generalized beta-prime variables ⋮ On Meijer's G function Gm,np,p for m + n = p ⋮ Exact and approximate distributions for the product of inverted Dirichlet components ⋮ Products of normal, beta and gamma random variables: Stein operators and distributional theory ⋮ On the productXYfor the elliptically symmetric Kotz type distribution ⋮ The perfect marriage and much more: combining dimension reduction, distance measures and covariance ⋮ Stein’s method and the distribution of the product of zero mean correlated normal random variables ⋮ Hole probabilities and overcrowding estimates for products of complex Gaussian matrices ⋮ Tempered relaxation equation and related generalized stable processes ⋮ Permanental processes from products of complex and quaternionic induced Ginibre ensembles ⋮ Extreme value models with application to drought data ⋮ State-of-the-art in sequential change-point detection ⋮ On the distribution-tail behaviour of the product of normal random variables ⋮ The basic distributional theory for the product of zero mean correlated normal random variables ⋮ Subset simulation for probabilistic computer models ⋮ On the stick-breaking representation of \(\sigma\)-stable Poisson-Kingman models ⋮ Finite-size analysis of continuous variable source-independent quantum random number generation ⋮ Bounding Kolmogorov distances through Wasserstein and related integral probability metrics ⋮ Exact one-sided Bayes factors for 2 by 2 contingency tables ⋮ Bayesian Markov-Switching Tensor Regression for Time-Varying Networks ⋮ A probabilistic proof of some integral formulas involving the Meijer \(G\)-function ⋮ Stochastic solutions and singular partial differential equations ⋮ Product of exponentials and spectral radius of random \(k\)-circulants ⋮ Fractional and integer derivatives with continuously distributed lag ⋮ Some identities involving derangement polynomials and numbers and moments of gamma random variables ⋮ A predictive leverage statistic for quantile regression with measurement errors ⋮ Some identities on truncated polynomials associated with degenerate Bell polynomials ⋮ A note on the multiplicative gamma process ⋮ Sum, product and ratio of Pareto and gamma variables ⋮ The distribution of the product of two triangular random variables ⋮ On the linear combination, product and ratio of normal and Laplace random variables ⋮ On the distribution of sums of independent exponential random variables via Wilks' integral representation ⋮ The Laplace likelihood ratio test for heteroscedasticity ⋮ A class of neutral to the right priors induced by superposition of beta processes ⋮ ON THE PRODUCT AND RATIO OF GAMMA AND WEIBULL RANDOM VARIABLES ⋮ Exact Distribution ofXYfor the Elliptically Symmetric Pearson Type II Distribution ⋮ Exact distribution of product of generalized F‐variates ⋮ Lamperti-type laws ⋮ An algebra of Stein operators ⋮ The $I$-Function Distribution and Its Extensions ⋮ Distributions of products involving the type II Bessel function random variable ⋮ On a new Sheffer class of polynomials related to normal product distribution ⋮ Distribution of the product of a pair of independent two-sided power variates ⋮ Stochastic Gene Expression with a Multistate Promoter: Breaking Down Exact Distributions ⋮ Exact distribution of the product of two or more logistic random variables ⋮ On the product of the bivariate beta components ⋮ On the product \(XY\) for some elliptically symmetric distributions ⋮ Distribution of products of independently distributed pathway random variables ⋮ Small Sample Tests for Shape Parameters of Gamma Distributions ⋮ On the product and ratio for the elliptically symmetric Pearson type Vii distribution ⋮ On the product and ratio of \(t\) random variables ⋮ On the Exact and Near-Exact Distributions of the Product of Generalized Gamma Random Variables and the Generalized Variance
This page was built for publication: The Distribution of Products of Beta, Gamma and Gaussian Random Variables
