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On Kummer’s distribution of type two and a generalized beta distribution

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  • Hamza, Marwa
  • Vallois, Pierre

Abstract

We characterize the Kummer distributions of type two (resp. the generalized beta distributions) as solution of an equation involving gamma (resp. beta) distributions. We give also some almost sure realizations of Kummer’s distributions and generalized beta ones using the conditioning method and the rejection method as an application.

Suggested Citation

  • Hamza, Marwa & Vallois, Pierre, 2016. "On Kummer’s distribution of type two and a generalized beta distribution," Statistics & Probability Letters, Elsevier, vol. 118(C), pages 60-69.
    • Handle: RePEc:eee:stapro:v:118:y:2016:i:c:p:60-69
    DOI: 10.1016/j.spl.2016.03.014
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    References listed on IDEAS

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    1. Koudou, Angelo Efoevi, 2012. "A Matsumoto–Yor property for Kummer and Wishart random matrices," Statistics & Probability Letters, Elsevier, vol. 82(11), pages 1903-1907.
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    Cited by:

    1. Piliszek, Agnieszka & Wesołowski, Jacek, 2016. "Kummer and gamma laws through independences on trees—Another parallel with the Matsumoto–Yor property," Journal of Multivariate Analysis, Elsevier, vol. 152(C), pages 15-27.

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    3. Piliszek, Agnieszka & Wesołowski, Jacek, 2016. "Kummer and gamma laws through independences on trees—Another parallel with the Matsumoto–Yor property," Journal of Multivariate Analysis, Elsevier, vol. 152(C), pages 15-27.

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