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

Marwa Hamza and Pierre Vallois

Statistics & Probability Letters, 2016, vol. 118, issue C, 60-69

Abstract: 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.

Keywords: Generalized beta distribution; Kummer distribution of type two; Letac Wesołowski Matsumoto; Yor independence property (search for similar items in EconPapers)
Date: 2016
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Citations: View citations in EconPapers (1)

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DOI: 10.1016/j.spl.2016.03.014

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