Product and quotient of correlated beta variables
نویسندگان
چکیده
Let U, V, W be independent random variables having a standard gamma distribution with respective shape parameters a, b, c, and define X = U/(U + W), Y = V/(V + W). Clearly, X and Y are correlated each having a beta distribution, X ∼ B(a, c) and Y ∼ B(b, c). In this article we derive probability density functions of XY, X/Y and X/(X + Y).
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ورودعنوان ژورنال:
- Appl. Math. Lett.
دوره 22 شماره
صفحات -
تاریخ انتشار 2009