This paper is devoted to analyzing a Beta distributed random variable X (with parameters α = 2, β = 2) to the power of itself (X^X), taking correlation into account.
This paper is devoted to analyzing a Beta distributed random variable X (with parameters α = 2, β = 2) to the power of itself (X^X), taking correlation into account.
The investigations regarding this exponentiation are conducted by means of simulations using R.
The entire spectrum of correlation is implemented by utilizing the Iman-Conover Method.
Johann Markus Schauerhuber
During his studies and academic resp. professional activities Prof. Dr. Dr. Johann Markus Schauerhuber has been intensively involved in statistical programming, stochastic, risk theory, simulation and mathematical modeling.
Most of his professional experience has been gained in the university domain as an academic director, postdoc lecturer / researcher and in government authorities.
Email: jm_schauerhuber@gmx.at
Correlation R Beta Distribution