On Kummer's distribution of type two and a generalized beta distribution

被引：8
|
作者：
Hamza, Marwa [1 ]
Vallois, Pierre [1 ]
机构：
[1] Univ Lorraine, Inst Math Elie Cartan, CNRS, UMR 7502,INRIA,BIGS, BP 239, F-54506 Vandoeuvre Les Nancy, France
来源：
STATISTICS & PROBABILITY LETTERS | 2016年 / 118卷
关键词：
Generalized beta distribution; Kummer distribution of type two; Letac Wesolowski Matsumoto; Yor independence property; PROPERTY; GAMMA; LAWS;
D O I：
10.1016/j.spl.2016.03.014
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We characterize the Kummer distributions of type two (resp. the generalized beta distributions) as solution of an equation involving gamma (resp. beta) distributions. We give also some almost sure realizations of Kummer's distributions and generalized beta ones using the conditioning method and the rejection method as an application. (C) 2016 Elsevier B.V. All rights reserved.
引用
收藏
页码：60 / 69
页数：10
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