Distributions of Sum, Difference, Product and Quotient of Independent Non-central Beta Type 3 Variables

Nagar, Daya K. and Ramirez-Vanegas, Yeison Arley (2013) Distributions of Sum, Difference, Product and Quotient of Independent Non-central Beta Type 3 Variables. British Journal of Mathematics & Computer Science, 3 (1). pp. 12-23. ISSN 2231-0851

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Abstract

Let X and Y be independent random variables, X having a gamma distribution with shape parameter a and Y having a non-central gamma distribution with shape and non-centrality parameters b and δ , respectively. Define Z = X ⁄ (X+ 2Y ). Then, the random variable Z has a non-central beta type 3 distribution, Z ∼ NCB3(a, b; δ). In this article we derive density functions of sum, difference, product and quotient of two independent random variables each having noncentral beta type 3 distribution. These density functions are expressed in series involving first hypergeometric function of Appell.

Item Type: Article
Subjects: AP Academic Press > Mathematical Science
Depositing User: Unnamed user with email support@apacademicpress.com
Date Deposited: 22 Jun 2023 07:04
Last Modified: 03 Oct 2024 03:49
URI: http://info.openarchivespress.com/id/eprint/1634

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