Exact distribution of the product of \(m\) gamma and \(n\) Pareto random variables

DOI10.1016/j.cam.2011.04.018zbMath1216.62021OpenAlexW2074682498MaRDI QIDQ550112

Saralees Nadarajah

Publication date: 8 July 2011

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2011.04.018

zbMATH Keywords

gamma distributionPareto distributionproduct of random variablesMeijer \(G\) function

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Exact distribution theory in statistics (62E15) Order statistics; empirical distribution functions (62G30) Applications of hypergeometric functions (33C90)

Related Items (4)

Fiducial and Posterior Sampling ⋮ Computing optimal confidence sets for Pareto models under progressive censoring ⋮ Distribution of the product of a pair of independent two-sided power variates ⋮ Reconfigurable intelligent surfaces-assisted terahertz communications

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• Efficient and Robust Fitting of Lognormal Distributions

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