Products of double gamma, gamma and beta distributions

DOI10.1016/J.SPL.2004.02.012zbMath1063.60011OpenAlexW2008548876MaRDI QIDQ1770079

Jean-François Chamayou

Publication date: 7 April 2005

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2004.02.012

zbMATH Keywords

Appell functionsGaussGammaBetaBailey reduction formulaClausen relationsDouble gamma and Dufresne distributionsSums and products of random variablesUnivariate and multivariate hypergeometric functions

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

Related Items (1)

On the stochastic equation \(\mathcal{L}(Z) = \mathcal{L} [V(X + Z)\) and properties of Mittag-Leffler distributions]

Cites Work

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• Random difference equations with logarithmic distribution and the triggered shot noise
• Additive properties of the Dufresne laws and their multivariate extension
• Products of 2 × 2 stochastic matrices with random entries
• Some properties and applications of probability distributions based on MacDonald function
• Family of Pearson discrete distributions generated by the univariate hypergeometric function3F2(α1, α2, α3; γ1, γ2; λ)

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