Algebraic properties of beta and gamma distributions, and applications (Q1271149)
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scientific article; zbMATH DE number 1221687
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Algebraic properties of beta and gamma distributions, and applications |
scientific article; zbMATH DE number 1221687 |
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Algebraic properties of beta and gamma distributions, and applications (English)
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15 June 1999
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The author obtains several new identities for the distribution of certain mixtures and convolutions of gamma and beta distributions. Applications of these identities are given to Markov chains and time series with random coefficients.
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beta distributions
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gamma distributions
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Markov chains
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stochastic difference equations
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time series with random coefficients
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0.91449535
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0.90808356
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0.88297355
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