Products of double gamma, gamma and beta distributions
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.
Volume (Year): 68 (2004)
Issue (Month): 2 (June)
|Contact details of provider:|| Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description|
|Order Information:|| Postal: http://www.elsevier.com/wps/find/supportfaq.cws_home/regional|
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- 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.
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: (Zhang, Lei)
If references are entirely missing, you can add them using this form.