Generalized Gamma Convolutions and Related Classes of Distributions and Densities:
Gespeichert in:
1. Verfasser: | |
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Format: | Elektronisch E-Book |
Sprache: | English |
Veröffentlicht: |
New York, NY
Springer New York
1992
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Schriftenreihe: | Lecture Notes in Statistics
76 |
Schlagworte: | |
Online-Zugang: | Volltext |
Beschreibung: | 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 |
Beschreibung: | 1 Online-Ressource (XIV, 585 p) |
ISBN: | 9781461229483 9780387978666 |
ISSN: | 0930-0325 |
DOI: | 10.1007/978-1-4612-2948-3 |
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Datensatz im Suchindex
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any_adam_object | |
author | Bondesson, Lennart |
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author_sort | Bondesson, Lennart |
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dewey-hundreds | 500 - Natural sciences and mathematics |
dewey-ones | 510 - Mathematics |
dewey-raw | 510 |
dewey-search | 510 |
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discipline | Mathematik |
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spelling | Bondesson, Lennart Verfasser aut Generalized Gamma Convolutions and Related Classes of Distributions and Densities by Lennart Bondesson New York, NY Springer New York 1992 1 Online-Ressource (XIV, 585 p) txt rdacontent c rdamedia cr rdacarrier Lecture Notes in Statistics 76 0930-0325 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 Mathematics Mathematics, general Mathematik Faltungsgleichung (DE-588)4368138-4 gnd rswk-swf Exponentialverteilung (DE-588)4016019-1 gnd rswk-swf Gammafunktion (DE-588)4289118-8 gnd rswk-swf Faltung Mathematik (DE-588)4141470-6 gnd rswk-swf Wahrscheinlichkeitsverteilung (DE-588)4121894-2 gnd rswk-swf Gammaverteilung (DE-588)4155928-9 gnd rswk-swf Gammaverteilung (DE-588)4155928-9 s Faltung Mathematik (DE-588)4141470-6 s 1\p DE-604 Wahrscheinlichkeitsverteilung (DE-588)4121894-2 s 2\p DE-604 Exponentialverteilung (DE-588)4016019-1 s 3\p DE-604 Gammafunktion (DE-588)4289118-8 s 4\p DE-604 Faltungsgleichung (DE-588)4368138-4 s 5\p DE-604 https://doi.org/10.1007/978-1-4612-2948-3 Verlag Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 3\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 4\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 5\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
spellingShingle | Bondesson, Lennart Generalized Gamma Convolutions and Related Classes of Distributions and Densities Mathematics Mathematics, general Mathematik Faltungsgleichung (DE-588)4368138-4 gnd Exponentialverteilung (DE-588)4016019-1 gnd Gammafunktion (DE-588)4289118-8 gnd Faltung Mathematik (DE-588)4141470-6 gnd Wahrscheinlichkeitsverteilung (DE-588)4121894-2 gnd Gammaverteilung (DE-588)4155928-9 gnd |
subject_GND | (DE-588)4368138-4 (DE-588)4016019-1 (DE-588)4289118-8 (DE-588)4141470-6 (DE-588)4121894-2 (DE-588)4155928-9 |
title | Generalized Gamma Convolutions and Related Classes of Distributions and Densities |
title_auth | Generalized Gamma Convolutions and Related Classes of Distributions and Densities |
title_exact_search | Generalized Gamma Convolutions and Related Classes of Distributions and Densities |
title_full | Generalized Gamma Convolutions and Related Classes of Distributions and Densities by Lennart Bondesson |
title_fullStr | Generalized Gamma Convolutions and Related Classes of Distributions and Densities by Lennart Bondesson |
title_full_unstemmed | Generalized Gamma Convolutions and Related Classes of Distributions and Densities by Lennart Bondesson |
title_short | Generalized Gamma Convolutions and Related Classes of Distributions and Densities |
title_sort | generalized gamma convolutions and related classes of distributions and densities |
topic | Mathematics Mathematics, general Mathematik Faltungsgleichung (DE-588)4368138-4 gnd Exponentialverteilung (DE-588)4016019-1 gnd Gammafunktion (DE-588)4289118-8 gnd Faltung Mathematik (DE-588)4141470-6 gnd Wahrscheinlichkeitsverteilung (DE-588)4121894-2 gnd Gammaverteilung (DE-588)4155928-9 gnd |
topic_facet | Mathematics Mathematics, general Mathematik Faltungsgleichung Exponentialverteilung Gammafunktion Faltung Mathematik Wahrscheinlichkeitsverteilung Gammaverteilung |
url | https://doi.org/10.1007/978-1-4612-2948-3 |
work_keys_str_mv | AT bondessonlennart generalizedgammaconvolutionsandrelatedclassesofdistributionsanddensities |