Sums, Products, and Ratios of Non-central Beta Variables

作者: SARALEES NADARAJAH

DOI: 10.1081/STA-200045865

关键词: Turn (biochemistry)MathematicsType (model theory)Density estimationBeta distributionBeta (velocity)Pure mathematicsMathematical analysisHypergeometric functionVariablesRandom variable

摘要: Abstract Recent papers by Professor T. Pham-Gia derived distributions of sums, products, and ratios independent beta random variables. In this article, we extend Pham-Gia's results when X 1 2 are variables distributed according to the non-central distribution Type I, II, doubly distribution. For each these three distributions, derive exact expressions for densities S = X 1 + X 2, D = X 1 − X P = X R = X 2/X 1. The turn out involve hypergeometric functions one two

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