JSTOR Daily

Maximum likelihood estimation of a log-concave density and its distribution function: Basic properties and uniform consistency

We study nonparametric maximum likelihood estimation of a log-concave probability density and its distribution and hazard function. Some general properties of these estimators are derived from two ...
JSTOR Daily

The Distribution of Products of Beta, Gamma and Gaussian Random Variables

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 ...