Abstract
Many distributions are limit distributions for sums of independent positive and negative Gamma variables. According to the central limit theorem, the N(0,1)-distribution with mgf exp·s2/2× is a simple example of such a distribution. An extension of ℐ to a class of distributions on the whole real line ℝ is thus desirable. This chapter is devoted to the class ℐe of extended generalized Gamma convolutions (EGGC) introduced by Thorin (1978a).
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© 1992 Springer-Verlag New York, Inc.
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Bondesson, L. (1992). Extended Generalized Gamma Convolutions. In: Generalized Gamma Convolutions and Related Classes of Distributions and Densities. Lecture Notes in Statistics, vol 76. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-2948-3_7
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DOI: https://doi.org/10.1007/978-1-4612-2948-3_7
Publisher Name: Springer, New York, NY
Print ISBN: 978-0-387-97866-6
Online ISBN: 978-1-4612-2948-3
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