Products of Beta distributed random variables

2013/04/24 by Charles F. Dunkl, Dunkl, Charles F.
Mathematics · #33C60 #Classical Analysis and ODEs (math.CA) #FOS: Mathematics #Primary 33C20 #Secondary 62E15 #math.CA #msc:33C20 #msc:33C60 #msc:62E15

paper · pdf · doi:10.48550/arxiv.1304.6671

16 pages, 4 figures

arxiv created 2013/04/24 · arxiv updated 2013/04/25

Abstract

This is an expository note on useful expressions for the density function of a product of independent random variables where each variable has a Beta distribution.

Related

• The variance-gamma product distribution
• Beta-Function Identities via Probabilistic Approach
• The distribution of the product of independent variance-gamma random variables
• A Bivariate Beta Distribution with Arbitrary Beta Marginals and its Generalization to a Correlated Dirichlet Distribution
• Constructions for a bivariate beta distribution