Beta-hypergeometric distributions and random continued fractions

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 .

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Year of publication:	2008
Authors:	Asci, Claudio ; Letac, Gérard ; Piccioni, Mauro
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 78.2008, 13, p. 1711-1721
Publisher:	Elsevier

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005211830