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. 1001.4684
137
9
v1v2v3 (latest)

On Beta-Product Convolutions

26 January 2010
E. Hashorva
ArXiv (abs)PDFHTML
Abstract

Let R be a positive random variable independent of S which is beta distributed. In this paper we are interested on the relation between the distribution function of RRR and that of RS. For this model we derive first some distributional properties, and then investigate the lower tail asymptotics of RS when R is regularly varying at 0, and vice-versa. The applications we present in this paper concern a) the simplicity of Dirichlet distributions, b) asymptotics of the sample minima of elliptical distributions, and c) the effect of the scaling on the asymptotics of aggregated risks.

View on arXiv
Comments on this paper