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General form of Exact Distributions of Differences, Ratios and Products for \Bivariate Beta Distribution\
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General form of Exact Distributions of Differences, Ratios and Products for \Bivariate Beta Distribution\
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Journal Article
General form of Exact Distributions of Differences, Ratios and Products for \Bivariate Beta Distribution\
2019
Overview
The beta distribution is one of the basic distributions that are applicable in different aspects. The beta distributions are used in extensively in Bayesian statistics. The bivariate beta distribution are used in a wide variety of applications such as Bayesian statistics and reliability theory. In this paper, we derive the exact distributions of the general form of Z = αX - βY, R = αX / βY = and P = αβXY, and the corresponding moments, when X and Y follow the Bivariate beta distribution also called \"Connor and Mosimann's generalized Dirichlet distribution\". The calculations involve the use of special functions. Moreover, an application of the results to real data (Nadarajah and Kotz [2007]) is provided.
Publisher
جامعة بنغازي الحديثة
Subject
