In this paper, we extend Stein’s method to products of independent beta, gamma, generalised gamma and mean zero normal random variables. In particular, we obtain Stein operators for mixed products of ...
SIAM Journal on Applied Mathematics, Vol. 18, No. 4 (Jun., 1970), pp. 721-737 (17 pages) The probability density functions of products of independent beta, gamma and central Gaussian random variables ...