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The Real Powers of the Convolution of a Gamma Distribution and a Bernoulli Distribution

Probability 2009-09-28 v1

Abstract

In this paper, we essentially compute the set of x,y>0x,y>0 such that the mapping z \longmapsto \Big{(}1-r+r e^z\Big{)}^x \Big{(}\dis\frac{\lambda}{\lambda-z}\Big{)}^{y} is a Laplace transform. If XX and YY are two independent random variables which have respectively Bernoulli and Gamma distributions, we denote by μ\mu the distribution of X+Y.X+Y. The above problem is equivalent to finding the set of x>0x>0 such that μx\mu^{{\ast}x} exists.

Keywords

Cite

@article{arxiv.0909.4669,
  title  = {The Real Powers of the Convolution of a Gamma Distribution and a Bernoulli Distribution},
  author = {Ben Salah Nahla and Masmoudi Afif},
  journal= {arXiv preprint arXiv:0909.4669},
  year   = {2009}
}

Comments

Please, i would submit our paper to math arxiv