Article ID Journal Published Year Pages File Type
1145311 Journal of Multivariate Analysis 2016 10 Pages PDF
Abstract

In the paper we generalize the following characterization of beta distribution to the symmetric cone setting: let XX and YY be independent, non-degenerate random variables with values in (0,1)(0,1), then U=1−XYU=1−XY and V=1−XU are independent if and only if there exist positive numbers pipi, i=1,2,3i=1,2,3, such that XX and YY follow beta distributions with parameters (p1+p3,p2)(p1+p3,p2) and (p3,p1)(p3,p1), respectively.

Related Topics
Physical Sciences and Engineering Mathematics Numerical Analysis
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