Re: Infinitely divisibility of Generalized Gamma distribution

2002-02-12 Thread Herman Rubin
In article i9f98.127372$[EMAIL PROTECTED], Alex Levin [EMAIL PROTECTED] wrote: Hi all, Does anybody know if a Generalized Gamma (GG) distribution is infinitely divisible for ALL power parameters Nu: -infNu+inf? (GG r.v. is a Nu-s power of a Gamma distributed r.v. G(Alpha,Beta):

Infinitely divisibility of Generalized Gamma distribution

2002-02-09 Thread Alex Levin
Hi all, Does anybody know if a Generalized Gamma (GG) distribution is infinitely divisible for ALL power parameters Nu: -infNu+inf? (GG r.v. is a Nu-s power of a Gamma distributed r.v. G(Alpha,Beta): GG(Nu,Alpha,Beta)=G(Alpha,Beta)^Nu ) I know it was proven for many cases: Nu=1, -1; Nu1 and