Algebraic Properties of Beta and Gamma Distributions, and Applications
Author:
- Daniel DufresneDDDaniel Dufresne
- 1 April 1998
- journal article
- Published by Elsevier in Advances in Applied Mathematics
- Vol. 20 (3) , 285-299
Abstract
No abstract availableKeywords
This publication has 8 references indexed in Scilit:
- On the Stochastic Equation \scrL(X) = \scrL[B(X+C)] and a Property of Gamma DistributionsBernoulli, 1996
- Perpetuities with thin tailsAdvances in Applied Probability, 1996
- A Case of a Random Difference Equation Connected with a Filtered Binary ProcessAdvances in Applied Mathematics, 1996
- Implicit Renewal Theory and Tails of Solutions of Random EquationsThe Annals of Applied Probability, 1991
- Explicit stationary distributions for compositions of random functions and products of random matricesJournal of Theoretical Probability, 1991
- A contraction principle for certain Markov chains and its applications1986
- On a stochastic difference equation and a representation of non–negative infinitely divisible random variablesAdvances in Applied Probability, 1979
- A Characterization of the Gamma DistributionThe Annals of Mathematical Statistics, 1955