2
votes
0answers
37 views

Useful approximation of the pdf

Good day to everyone. In my research work I came out with a function, which looks like this (it is the pdf of some random variable): $$f(x,\rho,\psi)=\frac{2}{\pi }+\sqrt{\frac{2}{\pi }} ...
2
votes
0answers
210 views

Determining the probability density function from an equation

I have the following (for me quite interesting) densities for which I am completely stuck. I only hope that you can provide me some help. Let me introduce my problem. I have two probability ...
4
votes
0answers
215 views

median of the F-distribution

Is the median of the F-distribution with m and n degrees of freedom decreasing in n, for any m? From experiments it looks like it might be, but I have been unable to prove it.
1
vote
1answer
138 views

Help interpreting a gamma distribution

The following is from an article I'm reading and is the conditional density of a random variable that is distributed according to a gamma distribution, conditional on the value of a parameter $t$. ...
6
votes
2answers
188 views

Beta Function — finding a lower bound based on parameters

I would like to show that $$ 1-\frac{1}{c}Beta\left(c+1,\frac{1}{c}\right) \geq \frac{1}{c+1}.$$ for all $c \geq 2$. I have plotted it out for $c$ up through 200, and it seems to hold. Does anyone ...
1
vote
0answers
62 views

Computing the PDF of a product of the sum of 2 Nakagmi-m R.V.s with a Normal R.V

I really have two questions: One is about computing a PDF and the second is about how to sum a series involving $K_v(x)$ that the PDF in question seems to contain. I have come across the following ...
2
votes
1answer
148 views

Conceptually, what is the difference between the Beta function and the Beta distribution?

I have read the Wikipedia pages on the Beta function and the Beta distribution, but I'm still not sure I have a good intuition for what's going on. I'm am hoping someone will be kind enough to ...