IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v170y2021ics016771522030314x.html
   My bibliography  Save this article

Simple functions of independent beta random variables that follow beta distributions

Author

Listed:
  • Jones, M.C.
  • Balakrishnan, N.

Abstract

It may be thought that the topic of the title of this paper would have been exhausted by now but apparently not. In this note, we lay out both existing and unfamiliar simple functions of independent beta-distributed random variables that themselves follow beta distributions, and explore a number of extensions, generalizations and examples thereof.

Suggested Citation

  • Jones, M.C. & Balakrishnan, N., 2021. "Simple functions of independent beta random variables that follow beta distributions," Statistics & Probability Letters, Elsevier, vol. 170(C).
    • Handle: RePEc:eee:stapro:v:170:y:2021:i:c:s016771522030314x
    DOI: 10.1016/j.spl.2020.109011
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S016771522030314X
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.spl.2020.109011?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. F.W. Steutel, 1988. "Note on discrete a‐unimodality," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 42(2), pages 137-140, June.
    2. Tomasz J. Kozubowski & Krzysztof Podgórski, 2018. "A generalized Sibuya distribution," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 70(4), pages 855-887, August.
    3. Krysicki, Wlodzimierz, 1999. "On some new properties of the beta distribution," Statistics & Probability Letters, Elsevier, vol. 42(2), pages 131-137, April.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Daya K. Nagar & Alejandro Roldán-Correa & Saralees Nadarajah, 2023. "Jones-Balakrishnan Property for Matrix Variate Beta Distributions," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 85(2), pages 1489-1509, August.
    2. Balakrishnan, N. & Jones, M.C., 2022. "Closure of beta and Dirichlet distributions under discrete mixing," Statistics & Probability Letters, Elsevier, vol. 188(C).
    3. Jones, M.C., 2022. "Duals of multiplicative relationships involving beta and gamma random variables," Statistics & Probability Letters, Elsevier, vol. 191(C).

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Yury R. Benites & Vicente G. Cancho & Edwin M. M. Ortega & Roberto Vila & Gauss M. Cordeiro, 2022. "A New Regression Model on the Unit Interval: Properties, Estimation, and Application," Mathematics, MDPI, vol. 10(17), pages 1-17, September.
    2. Thomas M. Michelitsch & Federico Polito & Alejandro P. Riascos, 2023. "Semi-Markovian Discrete-Time Telegraph Process with Generalized Sibuya Waiting Times," Mathematics, MDPI, vol. 11(2), pages 1-20, January.
    3. Peter Kern & Svenja Lage, 2023. "On Self-Similar Bernstein Functions and Corresponding Generalized Fractional Derivatives," Journal of Theoretical Probability, Springer, vol. 36(1), pages 348-371, March.
    4. Thierry E. Huillet, 2020. "On New Mechanisms Leading to Heavy-Tailed Distributions Related to the Ones Of Yule-Simon," Indian Journal of Pure and Applied Mathematics, Springer, vol. 51(1), pages 321-344, March.
    5. Balakrishnan, N. & Jones, M.C., 2022. "Closure of beta and Dirichlet distributions under discrete mixing," Statistics & Probability Letters, Elsevier, vol. 188(C).
    6. Thierry E. Huillet, 2022. "Chance Mechanisms Involving Sibuya Distribution and its Relatives," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 84(2), pages 722-764, November.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:170:y:2021:i:c:s016771522030314x. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.