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On the product of gamma random variables

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  • Christopher Withers
  • Saralees Nadarajah

Abstract

We give expressions for the distribution and density of a product of gamma or equivalently chi-square random variables. In particular, we give the distribution of the product of two independent gamma variables of mean k in terms of the Bessel functions K 1 , … , K k . Copyright Springer Science+Business Media B.V. 2013

Suggested Citation

  • Christopher Withers & Saralees Nadarajah, 2013. "On the product of gamma random variables," Quality & Quantity: International Journal of Methodology, Springer, vol. 47(1), pages 545-552, January.
    • Handle: RePEc:spr:qualqt:v:47:y:2013:i:1:p:545-552
    DOI: 10.1007/s11135-011-9474-5
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    Cited by:

    1. Durante, Daniele, 2017. "A note on the multiplicative gamma process," Statistics & Probability Letters, Elsevier, vol. 122(C), pages 198-204.
    2. Denys Pommeret & Laurence Reboul, 2019. "Approximating the Probability Density Function of a Transformation of Random Variables," Methodology and Computing in Applied Probability, Springer, vol. 21(2), pages 633-645, June.
    3. Raed Alhamad, 2022. "Throughput enhancement for cognitive radio networks with energy harvesting and non orthogonal multiple access," Telecommunication Systems: Modelling, Analysis, Design and Management, Springer, vol. 79(4), pages 503-514, April.

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