Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1152069 | Statistics & Probability Letters | 2013 | 6 Pages |
Abstract
We show that the logarithms of gamma random variables are αα-selfdecomposable, and apply the result to show that logarithms of several positive random variables are 1-selfdecomposable.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Makoto Maejima, Yohei Ueda,