Skip to main content
2 of 2
added main question
YCor
  • 63.9k
  • 5
  • 187
  • 286

Distribution and moments of ratio of two beta variables?

If $X$ and $Y$ are two Beta random variables, I am interested in the distribution of their ratio $X/Y$. More specifically, I am interested in the moment generating function of this ratio. There is a paper of Pham-Gia that apparently computes the distribution but I don't have access to it and I don't know how helpful it will be for determining the moment generating function. What is known about these?

Edit (copied from comment added Nov 7 '13): I've located the paper, so now the only question is: what is known about the moments of this ratio?