Distributionshard
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Given XGamma(α,β)X \sim \text{Gamma}(\alpha, \beta) and YGamma(γ,β)Y \sim \text{Gamma}(\gamma, \beta) are independent, the distribution of Z=XX+YZ = \frac{X}{X+Y} is Beta(α,γ)Beta(\alpha, \gamma). What is the variance of ZZ?