On the distribution of products of independent beta variables

Z. A. Łomnicki

Displaying similar documents to “On the distribution of products of independent beta variables”

On Mieshalkin-Rogozin theorem and some properties of the second kind beta distribution

Włodzimierz Krysicki (2000)

Discussiones Mathematicae Probability and Statistics

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The decomposition of the r.v. X with the beta second kind distribution in the form of finite (formula (9), Theorem 1) and infinity products (formula (17), Theorem 2 and form (21), Theorem 3) are presented. Next applying Mieshalkin - Rogozin theorem we receive the estimation of the difference of two c.d.f. F(x) and G(x) when sup|f(t) - g(t)| is known, improving the result of Gnedenko - Kolmogorov (formulae (23) and (24)).

Products of distributions that are entire functions of a complex parameter

B. Fisher (1986)

Matematički Vesnik

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A compound of the generalized negative binomial distribution with the generalized beta distribution

Tadeusz Gerstenkorn (2004)

Open Mathematics

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This paper presents a compound of the generalized negative binomial distribution with the generalized beta distribution. In the introductory part of the paper, we provide a chronological overview of recent developments in the compounding of distributions, including the Polish results. Then, in addition to presenting the probability function of the compound generalized negative binomial-generalized beta distribution, we present special cases as well as factorial and crude moments of some...