GGC conjecture for negative powers of Beta variables
GGC conjecture for negative powers of Beta variables
Let denote a Beta random variable with parameters , and let . A positive random variable is generalized gamma convolution (GGC) if its Laplace transform has the representation specified in the paper. Beta-power GGC conjecture. The random variable
is GGC for every and every . The paper records only partial results, including the case for , and states that no general result on infinite divisibility of negative powers of Beta variables was known.
Sources & referencesView supporting material
Primary source
Wissem Jedidi and Thomas Simon, “Further examples of GGC and HCM densities”, arXiv:1312.2809 (2013).
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