On Mixtures of Gamma Distributions, Distributions with Hyperbolically Monotone Densities and Generalized Gamma Convolutions (GGC)
| العنوان: | On Mixtures of Gamma Distributions, Distributions with Hyperbolically Monotone Densities and Generalized Gamma Convolutions (GGC) |
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| المؤلفون: | Sjödin, Tord |
| المصدر: | Probability and Mathematical Statistics. 41(1):1-7 |
| مصطلحات موضوعية: | Gamma distribution, hyperbolically monotone function, Laplace transform, generalized gamma convolution (GGC), matematisk statistik, Mathematical Statistics |
| الوصف: | Let Y be a standard Gamma(k) distributed random variable (rv), k > 0, and let X be an independent positive rv. If X has a hyperbolically monotone density of order k (HMk), then Y ·X and Y/X are generalized gamma convolutions (GGC). This extends work by Roynette et al. and Behme and Bondesson. The same conclusion holds with Y replaced by a finite sum of independent gamma variables with sum of shape parameters at most k. Both results are applied to subclasses of GGC. |
| وصف الملف: | electronic |
| URL الوصول: | https://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-165255 https://doi.org/10.37190/0208-4147.41.1.1 https://umu.diva-portal.org/smash/get/diva2:1370835/FULLTEXT03.pdf |
| قاعدة البيانات: | SwePub |
| تدمد: | 02084147 |
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| DOI: | 10.37190/0208-4147.41.1.1 |