G distributions and the beta-gamma algebra

Electronic Journal of Probability

Volumn 15, Issue , 2010, Pages 2163-2199

  Dufresne, Daniel ^a  

^a UNIVERSITY OF MELBOURNE   (Australia)

Author keywords

Barnes lemmas; Beta distribution; Beta product distribution; G distributions; Gamma distribution; Infinite divisibility; Macdonald s function; Mellin transforms

Indexed keywords

EID: 79751489915     PISSN: None     EISSN: 10836489     Source Type: Journal    
DOI: 10.1214/EJP.v15-845     Document Type: Article

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