Timeline for What is the distribution of the ratio between independent Beta and Gamma random variables?
Current License: CC BY-SA 3.0
14 events
| when toggle format | what | by | license | comment | |
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| Jan 14, 2017 at 19:24 | comment | added | Francis | @FelipeAugustodeFigueiredo see the Related Distributions section of this page: randomservices.org/random/special/Beta.html | |
| Jan 14, 2017 at 18:42 | comment | added | Felipe Augusto de Figueiredo | @Francis, is there a proof why $U$ and $V$ are independent? You only said without any reference or proof. Could you provide some reference or proof, please? | |
| Dec 30, 2016 at 14:40 | comment | added | Felipe Augusto de Figueiredo | @Francis: would you mind taking a look at this question, please: stats.stackexchange.com/questions/253764/…? I tried to split my problem in several questions but it seems it wasn't a good approach... The question I mention above (link) is the real problem I'm facing. Any hint would be very helpful. Thanks! | |
| Dec 30, 2016 at 9:50 | comment | added | Francis | @FelipeAugustodeFigueiredo: You can use those formula as long as $n$ satisfies the conditions. Also noted that $E[Y]=E[Z^{-1}]$ and so on. | |
| Dec 30, 2016 at 8:14 | comment | added | Felipe Augusto de Figueiredo | @Francis, I asked the question above because my final question on this topic, stats.stackexchange.com/questions/253764/…, has to do with expectation, but this time it is the expectation of the ratio between a matrix with some Gamma distributed r.v.'s and the squared sum of P Gamma r.v.'s. It's very similar to the problem above. Could you have a look, please? Thanks! | |
| Dec 29, 2016 at 21:52 | comment | added | Felipe Augusto de Figueiredo | @Francis, would the moment for the so called beta gamma ratio distribution be the same as the one given in projecteuclid.org/download/pdfview_1/euclid.bjps/1327328084 for the gamma beta ratio distribution, see page 187, section 6? | |
| Dec 29, 2016 at 21:48 | history | edited | Francis | CC BY-SA 3.0 |
fix coefficient
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| Dec 29, 2016 at 20:53 | vote | accept | Felipe Augusto de Figueiredo | ||
| Dec 29, 2016 at 20:01 | comment | added | Francis | @FelipeAugustodeFigueiredo: The papers simply called $U/V$ as gamma beta ratio distribution, so I guess $Y$ can be called beta gamma ratio distribution. | |
| Dec 29, 2016 at 19:56 | comment | added | Felipe Augusto de Figueiredo | @Francis, is there a specific name for such distribution? Thanks! | |
| Dec 29, 2016 at 18:35 | history | edited | Francis | CC BY-SA 3.0 |
added 259 characters in body
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| Dec 29, 2016 at 14:58 | comment | added | wolfies | What a cool answer | |
| Dec 29, 2016 at 13:43 | comment | added | Michael R. Chernick | So maybe the title should be "What is the distribution of the ratio between independent Gamma and Beta random variables?". | |
| Dec 29, 2016 at 12:15 | history | answered | Francis | CC BY-SA 3.0 |