Translator Disclaimer
2014 Multivariate gamma distributions
Michael Marcus
Author Affiliations +
Electron. Commun. Probab. 19: 1-10 (2014). DOI: 10.1214/ECP.v19-3794

Abstract

A representation is given for a large class of n-dimensional multivariate gamma random variables as defined by Verre-Jones. In particular, the probability density functions of all 2-dimensional gamma random variables are given explicitly and it is shown how to obtain the probability density functions of all 3-dimensional gamma random variables.

Citation

Download Citation

Michael Marcus. "Multivariate gamma distributions." Electron. Commun. Probab. 19 1 - 10, 2014. https://doi.org/10.1214/ECP.v19-3794

Information

Accepted: 19 December 2014; Published: 2014
First available in Project Euclid: 7 June 2016

zbMATH: 1321.60023
MathSciNet: MR3298275
Digital Object Identifier: 10.1214/ECP.v19-3794

Subjects:
Primary: 60E07

JOURNAL ARTICLE
10 PAGES


SHARE
Back to Top