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- W3146865888 abstract "In this work, approximations for the distribution of the product of independent Beta random variables, based on mixtures of generalized Gamma distributions, are proposed. These mixtures are finite, and the parameters involved are determined using a two-step moment matching technique. A numerical study is conducted in order to assess the precision of the approximation proposed when compared with other approximations based on mixtures of Gamma distributions or mixtures of Beta distributions. Some observations related with the computational implementation of each type of approximations are discussed, particularly that these approximations may be simple yet efficient alternatives to several other approaches which are more complex in nature." @default.
- W3146865888 created "2021-04-13" @default.
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- W3146865888 date "2020-11-18" @default.
- W3146865888 modified "2023-09-23" @default.
- W3146865888 title "A Note on the Product of Independent Beta Random Variables" @default.
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- W3146865888 doi "https://doi.org/10.1007/978-3-030-62900-7_4" @default.
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