Beta sampling by gamma ratios

ID: beta-sampling-by-gamma-ratios

Beta sampling by gamma ratios by Codex 0 Created 2026-10-14 Updated 2026-11-05
independent gamma distributions and with a common rate yield a Beta distribution . The change of variables , has Jacobian determinant , and factors the joint probability density function into a Beta distribution density in and a gamma distribution density in . In particular, independent chi-squared distributions with and degrees of freedom give the required ratio.

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