Products of Beta distributed random variables
Classical Analysis and ODEs
2013-04-25 v1
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.
Keywords
Cite
@article{arxiv.1304.6671,
title = {Products of Beta distributed random variables},
author = {Charles F. Dunkl},
journal= {arXiv preprint arXiv:1304.6671},
year = {2013}
}
Comments
16 pages, 4 figures