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Multiple Products of Independent Beta Random Variables with Finite Form Representations for Their Distributions

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Finite Form Representations for Meijer G and Fox H Functions

Part of the book series: Lecture Notes in Statistics ((LNS,volume 223))

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Abstract

In this chapter the authors consider three multiple products of independent Beta random variables which are shown to have equivalent representations as the exponential of sums of independent integer Gamma r.v.’s, and as such have finite form representations for their distributions.

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References

  • Arnold, B.C., Coelho, C.A., Marques, F.J.: The distribution of the product of powers of independent uniform random variables – a simple but useful tool to address and better understand the structure of some distributions. J. Multivar. Anal. 113, 19–36 (2013)

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Coelho, C.A., Arnold, B.C. (2019). Multiple Products of Independent Beta Random Variables with Finite Form Representations for Their Distributions. In: Finite Form Representations for Meijer G and Fox H Functions. Lecture Notes in Statistics, vol 223. Springer, Cham. https://doi.org/10.1007/978-3-030-28790-0_3

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