ON THE DISTRIBUTION OF PRODUCTS OF INDEPENDENT BETA VARIABLES

Abstract

The problem of finding the probability distribution of a product of a number of identically distributed, independent random variables had been solved by an application of the Mellin transform for normal and Cauchy distributions (Springer and Thompson) and for exponential, Gamma and Weibull distributions (Lomnicki). The present paper shows that it can be solved by similar methods for Beta distributions. This is of practical importance, since most physical quantities with which an engineer is dealing have finite ranges, while all the distributions previously studied had infinite ranges.

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Document Details

Document Type
Technical Report
Publication Date
Sep 15, 1967
Accession Number
AD0660189

Entities

People

  • Z. A. Lomnicki

Organizations

  • University of Washington

Tags

Communities of Interest

  • Air Platforms

DTIC Thesaurus Topics

  • Distribution Functions
  • Engineers
  • Infinite Series
  • Integrals
  • Mathematics
  • Military Research
  • Probability
  • Probability Density Functions
  • Probability Distribution Functions
  • Probability Distributions
  • Random Variables
  • Sequences
  • Test And Evaluation
  • United States
  • United States Government

Readers

  • Calculus or Mathematical Analysis
  • Statistical inference.