Distributional Identities of Beta and Chi-Squared Variates: A Geometrical Interpretation

A bivariate change of variable is proposed that elucidates the major distributional identities involving the two beta distributions and the chi-squared distribution. These identities are then seen to be the consequence of simple trigonometric relationships. The extension to n dimensions clarifies fu...

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Veröffentlicht in:The American statistician 1992-05, Vol.46 (2), p.117-120
1. Verfasser: Bailey, Ralph W.
Format: Artikel
Sprache:eng
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Zusammenfassung:A bivariate change of variable is proposed that elucidates the major distributional identities involving the two beta distributions and the chi-squared distribution. These identities are then seen to be the consequence of simple trigonometric relationships. The extension to n dimensions clarifies further identities. There are, however, identities that seem not to fit into this scheme; three of these are reported.
ISSN:0003-1305
1537-2731
DOI:10.1080/00031305.1992.10475864