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Distribution 1 Gamma random variables 1 Products 1
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Nadarajah, Saralees 1 Withers, Christopher 1
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Quality & Quantity: International Journal of Methodology 1
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On the product of gamma random variables
Withers, Christopher; Nadarajah, Saralees - In: Quality & Quantity: International Journal of Methodology 47 (2013) 1, pp. 545-552
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...</subscript></subscript>
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