Generating Random Variables

hello people, I need some help with computational statistics:

I need to proof that :

if X~(a,t) and Y~(b,t) then X / ( X+Y) ~Beta(a,b)

( hint: I think I need to use the inverse transform method )

thanks !!!

Quote:

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Originally Posted by WeeG

hello people, I need some help with computational statistics:

I need to proof that :

if X~(a,t) and Y~(b,t) then X / ( X+Y) ~Beta(a,b)

( hint: I think I need to use the inverse transform method )

thanks !!!

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Should be:

if and then

See here section with equations 33-42.

RonL