Simple functions of independent beta random variables that follow beta distributions
M.C. Jones and
N. Balakrishnan
Statistics & Probability Letters, 2021, vol. 170, issue C
Abstract:
It may be thought that the topic of the title of this paper would have been exhausted by now but apparently not. In this note, we lay out both existing and unfamiliar simple functions of independent beta-distributed random variables that themselves follow beta distributions, and explore a number of extensions, generalizations and examples thereof.
Keywords: Products; Ratios; Uniform distribution; Uniform order statistics; Uniform spacings (search for similar items in EconPapers)
Date: 2021
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Citations: View citations in EconPapers (3)
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DOI: 10.1016/j.spl.2020.109011
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