On the product of gamma random variables

We give expressions for the distribution and density of a product of gamma or equivalently chi-square random variables. In particular, we give the distribution of the product of two independent gamma variables of mean k in terms of the Bessel functions K <Subscript>1</Subscript>, … , K <Subscript> k </Subscript>. Copyright Springer Science+Business Media B.V. 2013

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Year of publication:	2013
Authors:	Withers, Christopher ; Nadarajah, Saralees
Published in:	Quality & Quantity: International Journal of Methodology. - Springer. - Vol. 47.2013, 1, p. 545-552
Publisher:	Springer
Subject:	Distribution \| Gamma random variables \| Products

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010993070