On the product of gamma random variables

On the product of gamma random variables We give expressions for the distribution and density of a product of gamma or equivalently chi-square random variables. In particular, we give the distribution of the product of two independent gamma variables of mean k in terms of the Bessel functions K 1, … , K k . http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Quality & Quantity Springer Journals

On the product of gamma random variables

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Publisher
Springer Netherlands
Copyright
Copyright © 2011 by Springer Science+Business Media B.V.
Subject
Social Sciences, general; Methodology of the Social Sciences; Social Sciences, general
ISSN
0033-5177
eISSN
1573-7845
D.O.I.
10.1007/s11135-011-9474-5
Publisher site
See Article on Publisher Site

Abstract

We give expressions for the distribution and density of a product of gamma or equivalently chi-square random variables. In particular, we give the distribution of the product of two independent gamma variables of mean k in terms of the Bessel functions K 1, … , K k .

Journal

Quality & QuantitySpringer Journals

Published: Mar 15, 2011

References

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