0
$\begingroup$

In the reference book on infinite divisibility and generalised gamma convolution, BONDESSON, Lennart. Generalized gamma convolutions and related classes of distributions and densities. Springer Science & Business Media, 2012., page 26, the theorem 2.4.3 states :

An MED is infinitely divisible and it's convolutional roots are MED's.

Unfortunately the proof is not that explicit. Is there a way to construct the mixture distribution of the convolutional roots ? I mean a explicit mapping wich map's the mother mixture distribution and the "root size" to the new mixture distribution ?

$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.