On a Generalized Gamma Convolution Related to the q-Calculus

Author(s):  
Christian Berg
2013 ◽  
Vol 9 (1) ◽  
pp. 5-14
Author(s):  
G.G. Hamedani

Abstract We present here characterizations of certain families of generalized gamma convolution distributions of L. Bondesson based on a simple relationship between two truncated moments. We also present a list of well-known random variables whose distributions or the distributions of certain functions of them belong to the class of generalized gamma convolutions.


Mathematics ◽  
2021 ◽  
Vol 9 (13) ◽  
pp. 1571
Author(s):  
Irina Shevtsova ◽  
Mikhail Tselishchev

We investigate the proximity in terms of zeta-structured metrics of generalized negative binomial random sums to generalized gamma distribution with the corresponding parameters, extending thus the zeta-structured estimates of the rate of convergence in the Rényi theorem. In particular, we derive upper bounds for the Kantorovich and the Kolmogorov metrics in the law of large numbers for negative binomial random sums of i.i.d. random variables with nonzero first moments and finite second moments. Our method is based on the representation of the generalized negative binomial distribution with the shape and exponent power parameters no greater than one as a mixed geometric law and the infinite divisibility of the negative binomial distribution.


Stochastics ◽  
2021 ◽  
pp. 1-18
Author(s):  
Ji Hwan Cha ◽  
Sophie Mercier

2020 ◽  
Vol 1591 ◽  
pp. 012043
Author(s):  
M A A Boshi ◽  
S H Abid ◽  
N H Al-Noor

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