SOME ALGEBRA FOR THE EXPONENTIAL-GAMMA PROCESS - Collections

＜journal article＞
SOME ALGEBRA FOR THE EXPONENTIAL-GAMMA PROCESS

Creator	Creator Name Nadarajah, Saralees Affiliation Affiliation Name School of Mathematics, University of Manchester
Language	English
Publisher	Research Association of Statistical Sciences
Publisher	統計科学研究会
Date	2007-12
Source Title	Bulletin of informatics and cybernetics
Vol	39
First Page	59
Last Page	67
Publication Type	Version of Record
Access Rights	open access
Crossref DOI	https://doi.org/10.5109/16774
Related DOI	Bulletin of informatics and cybernetics \|\| 39 \|\| p59-67
Related DOI	http://bic.math.kyushu-u.ac.jp/
Related URI	Bulletin of informatics and cybernetics \|\| 39 \|\| p59-67
Related URI	http://bic.math.kyushu-u.ac.jp/
Relation	Bulletin of informatics and cybernetics \|\| 39 \|\| p59-67
Relation	http://bic.math.kyushu-u.ac.jp/
Abstract	The exponential-gamma (EG) process is a process made up of two random components X and Y: one exponentially distributed and the other gamma distributed. The EG process has attracted applications in al...most every area of the sciences and engineering. In this note, we derive the exact distributions of alphaX + \betaY , XY , and X/Y and discuss how they are relevant to the applications of the EG process.show more

File	FileType	Size	Views	Description
bic039_p059	pdf	214 KB	359

PISSN	0286-522X
EISSN	2435-743X
NCID	AA10634475
Record ID	16774
Peer-Reviewed	Refereed
Subject Terms	Exponential distribution
	Gamma distrbution
	Linear combination of random variables
	Product of random variables
	Ratio of random variables
Type	学術雑誌論文
Created Date	2010.03.11
Modified Date	2020.10.22