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Original Articles

New results on generalized gamma convolutions and the B-class

Pages 197-209 | Received 01 Mar 1984, Published online: 22 Dec 2011
 

Abstract

The total spectral mass of a generalized gamma convolution (GGC) is shown to be determined by the behaviour of the density at the left-extremity. Some particular properties of the subclass B of the GGC's are considered and a closure theorem is given for this class. For independent random variables X∼GGC and Y∼Gamma it is shown that X·Y∼GGC and X/Y∼GGC.

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