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Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.

3 votes
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406 views

Statistical moments of $\frac X{X + Y}$ when $X$ and $Y$ are two independent random variable...

I'm trying to find the moments (or the pdf but I'm less confident there's a closed form) of $\frac X{X + Y}$ where $X$ and $Y$ are two independent random variables with a Beta distribution. There's a …
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