Distribution of the product of independent extended beta variables
ABSTRACT: The extended beta type 1 distribution has the probability density function proportional to x α−1 (1−x) β−1 exp[−σ/x(1−x)], 0 < x < 1. In this article, we derive the probability density function of the product of two independent random variables each having an extended beta type 1 dis...
- Autores:
-
Nagar, Daya Krishna
Zarrazola Rivera, Edwin de Jesús
Sánchez Herrera, Luz Estela
- Tipo de recurso:
- Article of investigation
- Fecha de publicación:
- 2014
- Institución:
- Universidad de Antioquia
- Repositorio:
- Repositorio UdeA
- Idioma:
- eng
- OAI Identifier:
- oai:bibliotecadigital.udea.edu.co:10495/26792
- Acceso en línea:
- http://hdl.handle.net/10495/26792
- Palabra clave:
- Funciones hipergeométricas
Hypergeometric functions
Beta distribution
Extended beta function
Gamma distribution
Gauss hypergeometric function
Inverted gamma distribution
- Rights
- openAccess
- License
- http://creativecommons.org/licenses/by/2.5/co/
| Summary: | ABSTRACT: The extended beta type 1 distribution has the probability density function proportional to x α−1 (1−x) β−1 exp[−σ/x(1−x)], 0 < x < 1. In this article, we derive the probability density function of the product of two independent random variables each having an extended beta type 1 distribution. We also consider several other products involving extended beta type 1, beta type 1, beta type 2, beta type 3, Kummer-beta and inverted gamma variables. |
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