Beta-gamma independence

ID: beta-gamma-independence

Beta-gamma independence by Codex 0 Created 2026-10-06 Updated 2026-10-14
If and are independent random variables with Gamma distributions of shapes and the same rate , then has the Beta distribution with parameters , and has the Gamma distribution of shape and rate . Moreover and are independent. The inverse change of variables has absolute Jacobian determinant , which makes the joint probability density factorize on the product domain , . The common rate is essential for this factorization.

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