Multiple products of independent beta random variables with finite form representations for their distributions

Carlos A. Coelho, Barry C. Arnold

Research output: Chapter in Book/Report/Conference proceedingChapter

Abstract

In this chapter the authors consider three multiple products of independent Beta random variables which are shown to have equivalent representations as the exponential of sums of independent integer Gamma r.v.’s, and as such have finite form representations for their distributions.

Original languageEnglish
Title of host publicationFinite Form Representations for Meijer G and Fox H Functions
Place of PublicationCham
PublisherSpringer
Pages19-27
Number of pages9
ISBN (Electronic)978-3-030-28790-0
ISBN (Print)978-3-030-28789-4
DOIs
Publication statusPublished - 2019

Publication series

NameLecture Notes in Statistics
PublisherSpringer
Volume223
ISSN (Print)0930-0325
ISSN (Electronic)2197-7186

Keywords

  • Characteristic function
  • EGIG distribution
  • Extended multiplication formula
  • Gamma distribution
  • GIG distribution
  • Product of Beta r.v.’s

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  • Cite this

    Coelho, C. A., & Arnold, B. C. (2019). Multiple products of independent beta random variables with finite form representations for their distributions. In Finite Form Representations for Meijer G and Fox H Functions (pp. 19-27). (Lecture Notes in Statistics; Vol. 223). Cham: Springer. https://doi.org/10.1007/978-3-030-28790-0_3