Article ID Journal Published Year Pages File Type
1154622 Statistics & Probability Letters 2008 11 Pages PDF
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 F23.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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