Duals of multiplicative relationships involving beta and gamma random variables

Jones, M. C. (2022). Duals of multiplicative relationships involving beta and gamma random variables. Statistics & Probability Letters, 191, article no. 109668.

DOI: https://doi.org/10.1016/j.spl.2022.109668

Abstract

By interpreting four known multiplicative relationships involving independent beta and gamma random variables as scale mixtures, their ‘dual’ mixture relationships are obtained, making links to a variety of other distributional relationships. One consequence of these dual relationships is the provision of a number of first-order Markov processes with beta and gamma marginals.

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• Item ORO ID
• 84926
• Item Type
• Journal Item
• ISSN
• 0167-7152
• Keywords
• First-order Markov process; Inverse Gaussian distribution; Legendre’s duplication formula; Scale mixture
• Academic Unit or School
• Faculty of Science, Technology, Engineering and Mathematics (STEM) > Mathematics and Statistics
  Faculty of Science, Technology, Engineering and Mathematics (STEM)
• Copyright Holders
• © 2022 Elsevier B.V. All rights reserved.
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• ORO Import