Products of Beta distributed random variables
Charles F. Dunkl
TL;DR
This paper provides useful expressions for the density function of the product of independent Beta distributed variables, aiding in analytical and computational tasks involving such products.
Contribution
It offers new explicit formulas for the density of products of Beta variables, which were previously not well-documented.
Findings
Derived explicit density expressions for Beta product distributions
Simplified calculations for Beta product probabilities
Enhanced understanding of Beta distribution products
Abstract
This is an expository note on useful expressions for the density function of a product of independent random variables where each variable has a Beta distribution.
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Taxonomy
TopicsIntegrated Water Resources Management · Scientific Research and Discoveries · Botany and Plant Ecology Studies