Title | On the exact and near-exact distributions of the product of generalized Gamma random variables and the generalized variance |
Publication Type | Unpublished |
Year of Publication | 2012 |
Authors | Coelho CA, Arnold BC |
Series Title | Preprint |
Keywords | Characteristic functions, Generalized Integer Gamma distribution, Generalized Near-Integer Gamma distribution, Infinite sums, near-exact distributions. |
Abstract | In this paper the authors first obtain the exact distribution of the logarithm of the product of independent generalized Gamma r.v. |
URL | http://www.dm.fct.unl.pt/sites/www.dm.fct.unl.pt/files/preprints/2012/16_12.pdf |