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On the distribution of the product of independent beta random variables

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  • Tang, Jen
  • Gupta, A. K.

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.

Suggested Citation

  • Tang, Jen & Gupta, A. K., 1984. "On the distribution of the product of independent beta random variables," Statistics & Probability Letters, Elsevier, vol. 2(3), pages 165-168, May.
    • Handle: RePEc:eee:stapro:v:2:y:1984:i:3:p:165-168
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    Citations

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    Cited by:

    1. Saralees Nadarajah & Samuel Kotz, 2008. "Sociological Models Based on Fréchet Random Variables," Quality & Quantity: International Journal of Methodology, Springer, vol. 42(1), pages 89-95, February.
    2. Saralees Nadarajah & M. Ali, 2008. "Pareto Random Variables for Hydrological Modeling," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 22(10), pages 1381-1393, October.
    3. Julia Adamska & Łukasz Bielak & Joanna Janczura & Agnieszka Wyłomańska, 2022. "From Multi- to Univariate: A Product Random Variable with an Application to Electricity Market Transactions: Pareto and Student’s t -Distribution Case," Mathematics, MDPI, vol. 10(18), pages 1-29, September.
    4. Saraless Nadarajah, 2006. "Exact and approximate distributions for the product of inverted Dirichlet components," Statistical Papers, Springer, vol. 47(4), pages 551-568, October.
    5. Nadarajah, Saralees, 2005. "On the product XY for some elliptically symmetric distributions," Statistics & Probability Letters, Elsevier, vol. 75(1), pages 67-75, November.
    6. Mauro Gasparini & Jeffrey Eisele, 2000. "A Curve-Free Method for Phase I Clinical Trials," Biometrics, The International Biometric Society, vol. 56(2), pages 609-615, June.
    7. Kokoszka, Piotr & Singh, Deepak & Wang, Haonan, 2022. "Long term behavior of incomplete and time varying product ratings," Statistics & Probability Letters, Elsevier, vol. 184(C).
    8. M. Shakil & B. Golam Kibria & Kuang-Chao Chang, 2008. "Distributions of the product and ratio of Maxwell and Rayleigh random variables," Statistical Papers, Springer, vol. 49(4), pages 729-747, October.
    9. Saralees Nadarajah, 2009. "Exact Distribution of the Product of Two or More Logistic Random Variables," Methodology and Computing in Applied Probability, Springer, vol. 11(4), pages 651-660, December.

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