| Título: | G distributions and the beta-gamma algebra |
| Autores: | Dufresne, Daniel; University of Melbourne |
| Fecha: | 2010-01-01 |
| Publicador: | Electronic journal of probability |
| Fuente: |
 |
| Tipo: |
Peer-reviewed Article |
| Tema: |
Beta distribution; beta product distribution; gamma distribution; G distributions; Barnes' lemmas; Mellin transforms; infinite divisibility; Macdonald's function 97K60; 65R10; 60E07; 33B15 |
| Descripción: | This paper has four interrelated themes: (1) express Laplace and Mellin transforms of sums of positive random variables in terms of the Mellin transform of the summands; (2) show the equivalence of the two Barnes' lemmas with known properties of gamma distributions; (3) establish properties of the sum of two reciprocal gamma variables, and related results; (4) study the G distributions (whose Mellin transforms are ratios of products of gamma functions). |
| Idioma: | No aplica |
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