THE DISTRIBUTION OF A PRODUCT OF n INDEPENDENT RANDOM VARIABLES WITH GENERALIZED GAMMA DISTRIBUTION

In [ 4 ] i o m n i c k i has found the d e n s i t y of a product of n independent random v a r i a b l e s w i t h the same one-parameter gamma d i s t r i b u t i o n of the form x p ~ ^ e ~ x / r ( p ) . I n the p r e s e n t p a per we f i n d the d e n s i t y of a product of n independent random v a r i a b l e s wi th d i s t i n c t t h r e e p a r a m e t e r gamma d i s t r i b u t i o n s of the form: