Algebraic properties of beta and gamma distributions, and applications
type: Item
instance of: scholarly article
title: Algebraic properties of beta and gamma distributions, and applications
zbMATH Open document ID: 0915.62006
author: Daniel Dufresne
published in: Advances in Applied Mathematics
publication date: 1999-06-15T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 62E10
Mathematics Subject Classification ID: 60E05
Mathematics Subject Classification ID: 60J10
zbMATH DE Number: 1221687
zbMATH Keywords: beta distributions
zbMATH Keywords: gamma distributions
zbMATH Keywords: Markov chains
zbMATH Keywords: stochastic difference equations
zbMATH Keywords: time series with random coefficients
reviewed by: Alexander Ulanovskii
MaRDI profile type: Publication
full work available at URL: aama.1997.0576
OpenAlex ID: W2121645996
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DOI: 10.1006/AAMA.1997.0576
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description: scientific article; zbMATH DE number 1221687