Title of article
Product and quotient of correlated beta variables
Author/Authors
Nagar، نويسنده , , Daya K. and Orozco-Castaٌeda، نويسنده , , Johanna Marcela and Gupta، نويسنده , , Arjun K.، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2009
Pages
5
From page
105
To page
109
Abstract
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 X Y , X / Y and X / ( X + Y ) .
Keywords
Beta distribution , Quotient , product , Gauss hypergeometric function , Bivariate distribution
Journal title
Applied Mathematics Letters
Serial Year
2009
Journal title
Applied Mathematics Letters
Record number
1525675
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