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Exact and approximate distributions for the product of inverted Dirichlet components

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  • Saraless Nadarajah

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  • Saraless Nadarajah, 2006. "Exact and approximate distributions for the product of inverted Dirichlet components," Statistical Papers, Springer, vol. 47(4), pages 551-568, October.
    • Handle: RePEc:spr:stpapr:v:47:y:2006:i:4:p:551-568
    DOI: 10.1007/s00362-006-0306-y
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    References listed on IDEAS

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    1. Sculli, D & Wong, KL, 1985. "The maximum and sum of two beta variables and the analysis of PERT networks," Omega, Elsevier, vol. 13(3), pages 233-240.
    2. 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.
    3. Olkin, Ingram & Liu, Ruixue, 2003. "A bivariate beta distribution," Statistics & Probability Letters, Elsevier, vol. 62(4), pages 407-412, May.
    4. A. Gupta & C. Wong, 1985. "On three and five parameter bivariate beta distributions," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 32(1), pages 85-91, December.
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    Cited by:

    1. Hazhir Homei & Saralees Nadarajah, 2018. "On Products and Mixed Sums of Gamma and Beta Random Variables Motivated by Availability," Methodology and Computing in Applied Probability, Springer, vol. 20(2), pages 799-810, June.

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