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In: Statistics and Probability
Show step by step to this Transformation problem of r.v Find the marginal distribution of U...
Show step by step to this Transformation problem of r.v
Find the marginal distribution of U = X_1/ (X_1 + X_2), where X_i is iid Gamma(alpha, beta) for i=1,2.
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Expert Solution
The marginal distribution of U=X_1/(X_1+X_2) is beta first kind with parameters beta 1 and beta 2.
orchestra answered 2 years agoRelated Solutions
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