Hi all, consider the following problem:
For the Burr Distribution given by:
show that
provided
Okay, the first thing I noticed is that the three gamma functions here, are similar to the beta function which can be written equivalently as so perhaps a simple change of variables might suffice to get the required form.
We have then:
and after making the change of variables after some simplifying the integral becomes:
and this is as far as I can go unfortunately. Nothing works from here.
Any suggestions as to how I could proceed are greatly appreciated. Thanks.
Last edited by JohnK; 10-10-2013 at 05:35 AM.
JohnK (10-10-2013)
The last integral looks similar with one of the forms of Beta Function but not quite. The denominator is a bit different and I have double-checked my results to avoid mistakes.
EDIT: Never mind, I figured it out, thanks.
Last edited by JohnK; 10-10-2013 at 06:13 AM.
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