Addendum to the Paper “The Generalized Integer Gamma Distribution—A Basis for Distributions in Multivariate Statistics” |
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| Authors: | Carlos A Coelho |
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| Institution: | Departamento de Matemática, Inst. Sup. Agronomia, Universidade Técnica de Lisboa, Lisbon, 1399, Portugalf1 |
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| Abstract: | A brief remark on the paper “The Generalized Integer Gamma Distribution— A Basis for Distributions in Multivariate Statistics,” (1998,J. Multivariate Anal.64, 86–102) and an additional result concerning the distribution of the product of some particular independent beta random variables, which broadens the scope of the results in that paper, are presented. |
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| Keywords: | product independent beta variables sum independent gamma variables |
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