G distributions and the beta-gamma algebra
Author:
Open Access
- 1 January 2010
- journal article
- Published by Institute of Mathematical Statistics in Electronic Journal of Probability
- Vol. 15 (none) , 2163-2199
Abstract
This paper has four interrelated themes: (1) express Laplace and Mellin transforms of sums of positive random variables in terms of the Mellin transform of the summands; (2) show the equivalence of the two Barnes' lemmas with known properties of gamma distributions; (3) establish properties of the sum of two reciprocal gamma variables, and related results; (4) study the G distributions (whose Mellin transforms are ratios of products of gamma functions).Keywords
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