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Math Help - find distribution of numbers

  1. #1
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    find distribution of numbers

    Hi,

    If g_j, j=1..n are n variables generated through Beta distribution, and s_j(j)=log(g_j(j)), j=1..n, then how to determine the distribution of s_j.


    Please do me some help to find it.

    regards
    Rajib
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  2. #2
    MHF Contributor matheagle's Avatar
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    Let X\sim \beta (a,b) and let Y=\ln X
    Just do a basic (calc1) transformation.
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  3. #3
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    Hi matheagle,

    I appreciate your reply. Could you please elaborate a bit more that doing a transformation how could I know which distribution s_j belongs? Or your are assuming that s_j will still obey Beta distribution.

    regards
    Rajib
    Last edited by rajibr; December 8th 2009 at 07:24 PM.
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