Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1147902 | Journal of Statistical Planning and Inference | 2009 | 7 Pages |
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Lennart Bondesson,