Question
Let X and Y be independent random variables with X ~ gamma( r, 1) and Y ~ gamma( s, 1). Show that Z 1 =
Let X and Y be independent random variables with X ~ gamma( r, 1) and Y ~ gamma( s, 1). Show that Z1=X+Y and Z2=X/(X+Y) are independent, and find the distribution of each. (Z1 is gamma and Z2 is beta).
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Probability and Random Processes With Applications to Signal Processing and Communications
Authors: Scott Miller, Donald Childers
2nd edition
123869811, 978-0121726515, 121726517, 978-0130200716, 978-0123869814
