On the shapes of bilateral Gamma densities

Abstract

We investigate the four parameter family of bilateral Gamma distributions. The goal of this paper is to provide a thorough treatment of the shapes of their densities, which is of importance for assessing their fitting properties to sets of real data. This includes appropriate representations of the densities, analyzing their smoothness, unimodality and asymptotic behaviour.

9 pages, 1 figure

References in corpus (1)

• Bilateral Gamma distributions and processes in financial mathematics

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