In this paper an enlargement of the beta family of distributions on (0, 1) is presented. Distributions in this class are characterized as being the laws of certain random continued fractions associated with products of independent random matrices of order 2 whose entries are either constant or beta distributed. The result can be proved by a famous 1879 Thomae formula on generalized hypergeometric functions 3F2.
Beta-hypergeometric distributions and random continued fractions / Asci, Claudio; Gérard, Letac; Mauro, Piccioni. - In: STATISTICS & PROBABILITY LETTERS. - ISSN 0167-7152. - STAMPA. - 78:13(2008), pp. 1711-1721. [10.1016/j.spl.2008.01.047]
Beta-hypergeometric distributions and random continued fractions
ASCI, CLAUDIO;
2008-01-01
Abstract
In this paper an enlargement of the beta family of distributions on (0, 1) is presented. Distributions in this class are characterized as being the laws of certain random continued fractions associated with products of independent random matrices of order 2 whose entries are either constant or beta distributed. The result can be proved by a famous 1879 Thomae formula on generalized hypergeometric functions 3F2.Pubblicazioni consigliate
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
