The distribution of the product of independent beta variables |
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| Authors: | Da-Yin Fan |
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| Affiliation: | Department of Applied Mathematics , Zhejiang University , Hangzhou, 310027, P.R. China |
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| Abstract: | We investigate the classic distribution and approximate distribution of the product of Beta variables which are independent. We show that the product of independent Beta variables is a Beta variable under the some assumptions. We also obtain the approximate distribution of the product of independent Beta variables. |
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| Keywords: | Beta distribution |
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