IDEAS home Printed from
   My bibliography  Save this article

Products of double gamma, gamma and beta distributions


  • Chamayou, J.-F.Jean-François


This paper considers the double gamma distribution on the real line [lambda]c with Laplace transform (1-t2)-c and the distributions of the products of independent random variables X,Y1,...,Yp,U1,...,Uq, where X is double gamma, the Y's are gamma and the U's are beta. These distributions are typical of what are called lambda distributions. Although they are obtained by multiplicative convolution, these lambda distributions are shown to be distributions occurring with additive convolution. This phenomena appears in a non-trivial way, specially when the Bailey's reduction formulas for hypergeometric functions are used.

Suggested Citation

  • Chamayou, J.-F.Jean-François, 2004. "Products of double gamma, gamma and beta distributions," Statistics & Probability Letters, Elsevier, vol. 68(2), pages 199-208, June.
  • Handle: RePEc:eee:stapro:v:68:y:2004:i:2:p:199-208

    Download full text from publisher

    File URL:
    Download Restriction: Full text for ScienceDirect subscribers only

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    1. Wise, Gary L. & Hall, Eric B., 1991. "A note on the distribution of the determinant of a random matrix," Statistics & Probability Letters, Elsevier, vol. 11(2), pages 147-148, February.
    Full references (including those not matched with items on IDEAS)


    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:68:y:2004:i:2:p:199-208. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu). General contact details of provider: .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.