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The distribution of the product of two noncentral beta variates

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  • Henrich John Malik

Abstract

In this paper the exact distribution of the product of two noncentral beta variates is derived using Mellin integral transform. The density function of the product is represented as a mixture of Beta distributions and the distribution function as a mixture of Incomplete Beta Functions.

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  • Henrich John Malik, 1970. "The distribution of the product of two noncentral beta variates," Naval Research Logistics Quarterly, John Wiley & Sons, vol. 17(3), pages 327-330, September.
    • Handle: RePEc:wly:navlog:v:17:y:1970:i:3:p:327-330
    DOI: 10.1002/nav.3800170309
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