Algebraic Properties of Beta and Gamma Distributions, and Applications

Advances in Applied Mathematics

Volumn 20, Issue 3, 1998, Pages 285-299

  Dufresne, Daniel ^a  

^a UNIVERSITY OF MELBOURNE   (Australia)

Author keywords

Beta distribution; gamma distribution; discounted sums; Markov chains; stochastic difference equations; time series with random coefficients

Indexed keywords

EID: 0001406414     PISSN: 01968858     EISSN: None     Source Type: Journal    
DOI: 10.1006/aama.1997.0576     Document Type: Article

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