Product of independent random variables involving inverted hypergeometric function type I variables
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Keywords
appell's first hypergeometric function, beta distribution, Gauss hypergeometric function, Humbert’s confluent hypergeometric function, product, transformation
Abstract
The inverted hypergeometric function type I distribution has the probability density function proportional to [formula] where 2F1 is the Gauss hypergeometric function. In this article, we derive the probability density function of the product of two independent random variables having inverted hypergeometric function type I distribution. We also consider several other products involving inverted hypergeometric function type I, beta type I, beta type II, beta type III, Kummer-beta and hypergeometric function type I variables.
MSC: 33Cxx
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References
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