On the product of gamma random variables

Christopher Withers and Saralees Nadarajah ()

Quality & Quantity: International Journal of Methodology, 2013, vol. 47, issue 1, 545-552

Abstract: 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 1 , … , K k . Copyright Springer Science+Business Media B.V. 2013

Keywords: Distribution; Gamma random variables; Products (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (3)

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Persistent link: https://EconPapers.repec.org/RePEc:spr:qualqt:v:47:y:2013:i:1:p:545-552

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DOI: 10.1007/s11135-011-9474-5

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