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The Distribution of the Product of Non‐Central Beta Variates
Author(s) -
Gupta D.,
Onukogu I. B.
Publication year - 1983
Publication title -
biometrical journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.108
H-Index - 63
eISSN - 1521-4036
pISSN - 0323-3847
DOI - 10.1002/bimj.19830250613
Subject(s) - mathematics , beta distribution , beta (programming language) , poisson distribution , generalized beta distribution , beta negative binomial distribution , product (mathematics) , beta function (physics) , distribution (mathematics) , compound probability distribution , series (stratigraphy) , statistics , beta binomial distribution , probability distribution , distribution fitting , negative binomial distribution , mathematical analysis , physics , computer science , geometry , quantum mechanics , quantum gravity , quantum , programming language , relationship between string theory and quantum field theory , paleontology , biology
This paper is concerned with the probability distribution of the product of independent noncentral beta variates. Using series expansion of incomplete beta function, it is shown that this distribution is poisson weighted sum of mixtures of central beta densities. Thus the result given here is more general than those reported by Steece (1976), Nandi (1980) and Onukogu and Gupta (1981).