HCM conjecture for square roots of products of gamma variables
HCM conjecture for square roots of products of gamma variables
Let and be independent gamma random variables with parameters . The gamma-product conjecture. For all , the independent product is .
The surrounding discussion proves the weaker range using a product formula for modified Bessel functions. The assertion for arbitrary positive and is presented as a natural conjectural extension and is not resolved in the supplied text.
Sources & referencesView supporting material
Primary source
Pierre Bosch, “HCM Property and the Half-Cauchy Distribution”, arXiv:1402.1059 (2014).
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