On Mixtures of Gamma distributions, distributions with hyperbolically monotone densities and Generalized Gamma Convolutions (GGC)

DOI10.37190/0208-4147.41.1.1zbMath1478.60067arXiv1806.03926OpenAlexW3178516366MaRDI QIDQ5013228

Tord Sjödin

Publication date: 29 November 2021

Published in: Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1806.03926

zbMATH Keywords

Laplace transformgamma distributiongeneralized gamma convolution (GGC)hyperbolically monotone function

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Characteristic functions; other transforms (60E10)

Cites Work

• A class of scale mixtures of \(\operatorname{Gamma}(k)\)-distributions that are generalized gamma convolutions
• A class of probability distributions that is closed with respect to addition as well as multiplication of independent random variables
• Generalized gamma convolutions and related classes of distributions and densities
• On the infinite divisibility of the lognormal distribution
• An extension of the notion of a generalized Γ-convolution
• Bernstein functions. Theory and applications
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