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, 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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