| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1154348 | Statistics & Probability Letters | 2015 | 5 Pages |
Abstract
As is known, the convolution μ∗νμ∗ν of two GG-normal distributions μ,νμ,ν with different intervals of variances may not be GG-normal. We show that μ∗νμ∗ν is a GG-normal distribution if and only if σ¯μσ¯μ=σ¯νσ¯ν.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Yongsheng Song,