Simple functions of independent beta random variables that follow beta distributions

Jones, M. C. and Balakrishnan, N. (2021). Simple functions of independent beta random variables that follow beta distributions. Statistics & Probability Letters, 170, article no. 109011.

DOI: https://doi.org/10.1016/j.spl.2020.109011

Abstract

It may be thought that the topic of the title of this paper would have been exhausted by now but apparently not. In this note, we lay out both existing and unfamiliar simple functions of independent beta-distributed random variables that themselves follow beta distributions, and explore a number of extensions, generalizations and examples thereof.

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