Lecture Notes in Statistics

Generalized Gamma Convolutions and Related Classes of Distributions and Densities

Authors: Bondesson, Lennart

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About this book

Generalized Gamma convolutions were introduced by Olof Thorin in 1977 and were used by him to show that, in particular, the Lognormal distribution is infinitely divisible. After that a large number of papers rapidly appeared with new results in a somewhat random order. Many of the papers appeared in the Scandinavian Actuarial Journal. This work is an attempt to present the main results on this class of probability distributions and related classes in a rather logical order. The goal has been to be on a level that is not too advanced. However, since the field is rather technical, most readers will find difficult passages in the text. Those who do not want to visit a mysterious land situated between the land of probability theory and statistics and the land of classical analysis should not look at this work. When some years ago I submitted a survey to a journal it was suggested by the editor, K. Krickeberg, that it should be expanded to a book. However, at that time I was rather reluctant to do so since there remained so many problems to be solved or to be solved in a smoother way than before. Moreover, there was at that time some lack of probabilistic interpretations and applications. Many of the problems are now solved but still it is felt that more applications than those presented in the work could be found.

Table of contents (10 chapters)

Table of contents (10 chapters)

Buy this book

eBook $109.00
price for USA in USD (gross)
  • ISBN 978-1-4612-2948-3
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $139.99
price for USA in USD
  • ISBN 978-0-387-97866-6
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Generalized Gamma Convolutions and Related Classes of Distributions and Densities
Authors
Series Title
Lecture Notes in Statistics
Series Volume
76
Copyright
1992
Publisher
Springer-Verlag New York
Copyright Holder
Springer-Verlag New York, Inc.
eBook ISBN
978-1-4612-2948-3
DOI
10.1007/978-1-4612-2948-3
Softcover ISBN
978-0-387-97866-6
Series ISSN
0930-0325
Edition Number
1
Number of Pages
XIV, 585
Topics