Advances and Applications in Statistics
Volume 5, Issue 3, Pages 341 - 351
(December 2005)
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PROPERTIES OF THE HYPERGEOMETRIC FUNCTION TYPE I DISTRIBUTION
Daya K. Nagar (Colombia) and José ngel Alvarez (Colombia)
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Abstract: The hypergeometric function type I distribution with the pdf proportional toxn ? 1(1 ? x)g ? 1 2F1(a, b; g; 1 ? x)occurs as the distribution of the product of two independent beta variables. In this article, we study several properties and stochastic representations of this distribution. |
Keywords and phrases: beta distribution, Gauss hypergeometric function, incomplete beta function, moment generating function, stochastic representation. |
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