Near-exact approximations for the product of independent Generalized Gamma random variables
Instructions for the use of the of the codes of the near-exact distributions for the
product of independent Generalized Gamma random variables
The computational implementation of the near-exact distributions for the product of independent Generalized Gamma random variables was made using the software Mathematica.
The computational modules described are the ones developed in the paper: Marques, F.J. and Loingeville, F. (2016). Improved Near-Exact Distributions for the Product of Independent Generalized Gamma Random Variables. Computational Statistics and Data Analysis, 102, Pages 55-66.
The base modules are the modules available in the web-page:
https://sites.google.com/site/nearexactdistributions/
Instructions and examples are provided in the file Instructions and examples (HERE)
The computational modules for the implementation of the near-exact distributions for the product of independent Generalized Gamma random variables was made using the software Mathematica are provided in Computational Modules (HERE)
