Multivariate gamma distributions

Michael Marcus

doi:10.1214/ECP.v19-3794

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Home > Journals > Electron. Commun. Probab. > Volume 19 > Article

2014 Multivariate gamma distributions

Michael Marcus

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Michael Marcus¹
¹CUNY

Electron. Commun. Probab. 19: 1-10 (2014). DOI: 10.1214/ECP.v19-3794

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Abstract

A representation is given for a large class of n-dimensional multivariate gamma random variables as defined by Verre-Jones. In particular, the probability density functions of all 2-dimensional gamma random variables are given explicitly and it is shown how to obtain the probability density functions of all 3-dimensional gamma random variables.