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On the exact and near-exact distributions of the product of generalized Gamma random variables and the generalized variance

TítuloOn the exact and near-exact distributions of the product of generalized Gamma random variables and the generalized variance
Publication TypeUnpublished
Year of Publication2012
AuthorsCoelho CA, Arnold BC
Series TitlePreprint
Palavras-chaveCharacteristic functions, Generalized Integer Gamma distribution, Generalized Near-Integer Gamma distribution, Infinite sums, near-exact distributions.
AbstractIn this paper the authors first obtain the exact distribution of the logarithm of the product of independent generalized Gamma r.v.
URLhttp://www.dm.fct.unl.pt/sites/www.dm.fct.unl.pt/files/preprints/2012/16_12.pdf