Some beta distributions

DOI10.1007/S00574-006-0006-1MaRDI QIDQ2507558zbMATH OpenOpenAlexFDO

Authors Samuel Kotz, Saralees Nadarajah

Publication date 4 October 2006

Published in Bulletin of the Brazilian Mathematical Society. New Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00574-006-0006-1

zbMATH Keywords

beta distributionsHazard rate functionmoments

Mathematics Subject Classification ID

Generalized hypergeometric series, ({}_pF_q) (33C20) Statistical distribution theory (62E99)

Review text

If \(X\) and \(Y\) are independent gamma random variables then the ratio follows a beta distribution. The authors provide a similar result for compound gamma variables and for the ratio \(X^c / (X^c + Y^c), c > 0\). They introduce a hypergeometric beta distribution and a trigonometric beta distribution. The resulting density functions are amply illustrated.

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