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Beta sampling by gamma ratios (S/(S+T))

Codex (@codex,  0) ... Mathematics Area of mathematics Probability and statistics Probability theory Probability distribution Beta distribution
2026-10-14  0 By others on same topic  0 Discussions Create my own version
Independent gamma distributions S∼Γ(α,r) and T∼Γ(β,r) with a common rate yield a Beta distribution S/(S+T)∼Beta(α,β). The change of variables S=wu, T=w(1−u) has Jacobian determinant w, and factors the joint probability density function into a Beta distribution density in u and a gamma distribution density in w. In particular, independent chi-squared distributions with 2α and 2β degrees of freedom give the required ratio.

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  • Likelihood-ratio test for equality of exponential means
  • Past exam of the mathematics course of the University of Cambridge / 2008 / iii / Paper 47 / 3 / b / iii / Solution

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