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 !!!
Should be:
if $\displaystyle X\sim \Gamma(a,t)$ and $\displaystyle Y\sim \Gamma(b,t)$ then $\displaystyle X / ( X+Y) \sim \mbox{Beta}(a,b)$
See here section with equations 33-42.
RonL