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On decompositions of some random variables

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Abstract

The aim of this paper is to present several stochastic analogs of classical formulas for the gamma function. The obtained results provide representation of some random variables as finite or infinite products of independent random variables. Examples include generalized gamma, normal, beta and other distributions.

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Authors and Affiliations

  1. Institute of Mathematics, Technical University of Lodz, ul. Zwirki 36, 90-924, Lodz, Poland

    Marek Kaluszka

  2. Institute of Mathematics, Technical University of Lodz, Al. Politechniki 11, 90-924, Lodz, Poland

    Wlodzimierz Krysicki

Authors
  1. Marek Kaluszka
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  2. Wlodzimierz Krysicki
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Kaluszka, M., Krysicki, W. On decompositions of some random variables. Metrika 46, 159–175 (1997). https://doi.org/10.1007/BF02717172

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  • DOI: https://doi.org/10.1007/BF02717172

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