PROPERTIES OF MULTIVARIATE BETA DISTRIBUTIONS

Daya K. Nagar (Colombia) and Erika Alejandra Rada-Mora (Colombia)

Received October 9, 2007

Abstract

Let  be independent random variables,    Define  and    Then,  and  follow multivariate beta type 1 and type 2 distributions, respectively. In this article several properties of these distributions and their connections with the multivariate-F and the multivariate-t distributions are discussed.

Keywords and phrases: asymptotic, beta distribution, Dirichlet distribution, transformation.