On the distribution of the product of independent beta random variables

Jen Tang and A. K. Gupta

Statistics & Probability Letters, 1984, vol. 2, issue 3, 165-168

Abstract: In this paper, exact distribution of the product of independent beta random variables has been derived and its structural form is given together with recurrence relations for the coefficients of this representation. These recurrence relations yield a direct computational algorithm for computing the percentage points of many test criteria in multivariate statistical analysis.

Keywords: exact; density; coefficients; recurrence; relations; testing; multivariate; statistical; analysis (search for similar items in EconPapers)
Date: 1984
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Citations: View citations in EconPapers (9)

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