On the shapes of bilateral Gamma densities

Uwe Küchler and Stefan Tappe

Statistics & Probability Letters, 2008, vol. 78, issue 15, 2478-2484

Abstract: We investigate the four parameter family of bilateral Gamma distributions. The goal of this paper is to provide a thorough treatment of the shapes of their densities, which is of importance for assessing their fitting properties to sets of real data. This includes appropriate representations of the densities, analyzing their smoothness, unimodality and asymptotic behaviour.

Date: 2008
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