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Math Help - Generating Random Variables

  1. #1
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    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 !!!
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  2. #2
    Grand Panjandrum
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    Quote Originally Posted by WeeG View Post
    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 X\sim \Gamma(a,t) and Y\sim \Gamma(b,t) then X / ( X+Y) \sim \mbox{Beta}(a,b)

    See here section with equations 33-42.

    RonL
    Last edited by CaptainBlack; November 16th 2006 at 09:13 AM.
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