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PDF Availablehttps://doi.org/10.1016/j.spl.2012.09.022
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Cite Journal: Statistics and Probability Letters |  Publication Date: Sep 22, 2012 |
 Citations: 1 |
Affiliation: Keio University
We show that the logarithms of gamma random variables are α-selfdecomposable, and apply the result to show that logarithms of several positive random variables are 1-selfdecomposable.
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