Article ID Journal Published Year Pages File Type
1147902 Journal of Statistical Planning and Inference 2009 7 Pages PDF
Abstract

This paper has two parts. In the first part some results for generalized gamma convolutions (GGCs) are reviewed. A GGC is a limit distribution for sums of independent gamma variables. In the second part, bivariate gamma distributions and bivariate GGCs are considered. New bivariate gamma distributions are derived from shot-noise models. The remarkable property hyperbolic complete monotonicity (HCM) for a function is considered both in the univariate case and in the bivariate case.

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Physical Sciences and Engineering Mathematics Applied Mathematics
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