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388概率中等derivationmedium

Odds Transformation of a Beta Variable Yields Beta Prime

题目

Let XBeta(a,b)X \sim \operatorname{Beta}(a, b) with a,b>0a, b > 0. Use the change-of-variables formula to derive the PDF of Y=X1XY = \dfrac{X}{1 - X} and identify the resulting distribution.

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