𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Economic models based on Pareto and Gamma random variables

✍ Scribed by Saralees Nadarajah

Publisher
Springer
Year
2007
Tongue
English
Weight
153 KB
Volume
9
Category
Article
ISSN
1435-5469

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Exact distribution of the product of gam
Exact distribution of the product of gamma and Pareto random variables
✍ Saralees Nadarajah πŸ“‚ Article πŸ“… 2011 πŸ› Elsevier Science 🌐 English βš– 391 KB

Exact expressions are derived for the probability density function (pdf), cumulative distribution function (cdf), shape of the pdf, asymptotics of the pdf and the cdf, Laplace transform, moment properties and the order statistics properties of the product of m independent gamma and n independent Par

A note on gamma random variables and Dir
A note on gamma random variables and Dirichlet series
✍ Zbigniew J. Jurek πŸ“‚ Article πŸ“… 2000 πŸ› Elsevier Science 🌐 English βš– 88 KB

We give necessary and su cient conditions for convergence of series of centered gamma random variables. These series provide distributions from LÃ evy class L of the self-decomposable probability mesures. Relations to Dirichlet series and the background-driving LÃ evy processes (BDLPs) are investiga