ResearchTrend.AI
  • Papers
  • Communities
  • Events
  • Blog
  • Pricing
Papers
Communities
Social Events
Terms and Conditions
Pricing
Parameter LabParameter LabTwitterGitHubLinkedInBlueskyYoutube

© 2025 ResearchTrend.AI, All rights reserved.

  1. Home
  2. Papers
  3. 0812.0881
90
42
v1v2 (latest)

Distribution and asymptotics under beta random scaling

4 December 2008
E. Hashorva
ArXiv (abs)PDFHTML
Abstract

Let X,Y,B be three independent random variables such that XXX has the same distribution function as Y B. Assume that B is a Beta random variable with positive parameters a,b and Y has distribution function H. Pakes and Navarro (2007) show under some mild conditions that the distribution function H_{a,b} of X determines H. Based on that result we derive in this paper a recursive formula for calculation of H, if H_{a,b} is known. Furthermore, we investigate the relation between the tail asymptotic behaviour of X and Y. We present three applications of our asymptotic results concerning the extremes of two random samples with underlying distribution functions H and H_{a,b}, respectively, and the conditional limiting distribution of bivariate elliptical distributions.

View on arXiv
Comments on this paper