In: Statistics and Probability
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.
The marginal distribution of U=X_1/(X_1+X_2) is beta first kind with parameters beta 1 and beta 2.