Let X1 ∼ Gamma(k1, λ) and X2 ∼ Gamma(k2, λ) independently. Show that X1/(X1 + X2) ∼ Beta(k1, k2). [Hint: Consider introducing Y2 = X1 + X2.]
Let X1 ∼ Gamma(k1, λ) and X2 ∼ Gamma(k2, λ) independently. Show that X1/(X1 + X2) ∼ Beta(k1, k2). [Hint: Consider introducing Y2 = X1 + X2.]
Elementary Linear Algebra (MindTap Course List)
8th Edition
ISBN:9781305658004
Author:Ron Larson
Publisher:Ron Larson
Chapter7: Eigenvalues And Eigenvectors
Section7.CM: Cumulative Review
Problem 16CM
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Let X1 ∼ Gamma(k1, λ) and X2 ∼ Gamma(k2, λ) independently. Show that X1/(X1 + X2) ∼ Beta(k1, k2). [Hint: Consider introducing Y2 = X1 + X2.]
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