Evaluates the pdf of the generalized gamma distribution.
Usage
dGGa(x, a, p, b)
Value
Returns a vector of real numbers corresponding to the values of g(x).
Arguments
x
Vector of real numbers.
a
Parameter >0.
p
Parameter >0.
b
Parameter >0.
Author
Michael Grabchak and Lijuan Cao
Details
Evaluates the pdf of the generalized gamma distribution with density
g(x) = exp(-b*x^p)*x^(a-1)/K_3, x>0,
where K_3 is a normalizing constant. This distribution is needed to simulate p-RDTS random variables with negative alpha values.
References
M. Grabchak (2021). An exact method for simulating rapidly decreasing tempered stable distributions. Statistics and Probability Letters, 170: Article 109015.
E.W. Stacy (1962) A generalization of the gamma distribution. Annals of Mathematical Statistics, 33(3):1187-1192.