weighted sum of independent beta random variables

From: Batu Chalise (chalise_at_sent5.uni-duisburg.de)
Date: 10/26/04 

Date: Tue, 26 Oct 2004 16:51:33 +0000 (UTC)

Dear all,

Is there any closed form expression or approximation for the pdf or
cdf of a weighted sum of independent beta random variables?
For example, if W=a_1X_1+a_2X_2+----+ a_nX_n, where a_i's are
constants and X_i's are beta random variables with parameters (a=1)
and (b>0), what would be exact or approx. pdf of W? Looking for your
help.

Best regards,
Batu
 

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