Skip to main content
1 of 4
wolfies
  • 469
  • 3
  • 8

OP wrote:

what is known about the moments of this ratio?

I have not seen the paper ... but one does not even need to derive the distribution of the ratio in order to derive the moments of the ratio. In particular:

If X ~ $Beta(a,b)$ and Y ~ $Beta(c,d)$ are independent, then the joint pdf of $(X,Y)$ is, say, $f(x,y)$:

http://www.tri.org.au/se/Betajointpdf.png

Then, the kth raw moment of the ratio $\frac{X}{Y}$ can be derived immediately as:

http://www.tri.org.au/se/kthmomentofratioofBeta.png

where I am using the Expect function from the mathStatica add-on to Mathematica to automate the nitty-gritties for me (I am one of the developers of the former).

wolfies
  • 469
  • 3
  • 8