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The Distribution of Products of Beta, Gamma and Gaussian Random Variables

โœ Scribed by M. D. Springer and W. E. Thompson


Book ID
111900697
Publisher
Society for Industrial and Applied Mathematics
Year
1970
Tongue
English
Weight
812 KB
Volume
18
Category
Article
ISSN
0036-1399

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Exact distribution of the product of gam
โœ Saralees Nadarajah ๐Ÿ“‚ Article ๐Ÿ“… 2011 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 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