Product and quotient of correlated beta variables

被引：14

作者：

Nagar, Daya K. ^{[2
]}

Orozco-Castaneda, Johanna Marcela ^{[2
]}

Gupta, Arjun K. ^{[1
]}

机构：

[1] Bowling Green State Univ, Dept Math & Stat, Bowling Green, OH 43403 USA

[2] Univ Antioquia, Dept Matemat, Medellin, Colombia

来源：

APPLIED MATHEMATICS LETTERS | 2009年 / 22卷 / 01期

关键词：

Beta distribution; Bivariate distribution; Quotient; Product; Gauss hypergeometric function;

D O I：

10.1016/j.aml.2008.02.014

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

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 similar to B(a, c) and Y similar to B(b. c). In this article we derive probability density functions of XY, X/Y and X/(X + Y). Published by Elsevier Ltd

引用

页码：105 / 109

页数：5

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