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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Chapter7: Eigenvalues And Eigenvectors
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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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