Beta-hypergeometric distributions and random continued fractions

Claudio Asci, Gérard Letac and Mauro Piccioni

Statistics & Probability Letters, 2008, vol. 78, issue 13, 1711-1721

Abstract: In this paper an enlargement of the beta family of distributions on (0, 1) is presented. Distributions in this class are characterized as being the laws of certain random continued fractions associated with products of independent random matrices of order 2 whose entries are either constant or beta distributed. The result can be proved by a famous 1879 Thomae formula on generalized hypergeometric functions .

Date: 2008
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