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Q61Section III (Statistics)61 of 84

Gamma variables with a common scale: X/(X+Y)∼X/(X+Y)\sim Beta(α,β)(\alpha,\beta)

Suppose X and Y are independent r.v.'s such that f(x)=e−xxα−1Γ(α)f(x)=\dfrac{e^{-x}x^{\alpha-1}}{\Gamma(\alpha)}, x>0x>0, α>0\alpha>0 and f(y)=e−yyβ−1Γ(β)f(y)=\dfrac{e^{-y}y^{\beta-1}}{\Gamma(\beta)}, y>0y>0, β>0\beta>0. The distribution of XX+Y\dfrac X{X+Y} is:

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