Title of article
Some bivariate gamma distributions Original Research Article
Author/Authors
Saralees Nadarajah، نويسنده , , Arjun K. Gupta، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2006
Pages
8
From page
767
To page
774
Abstract
We introduce two new bivariate gamma distributions based on a characterizing property involving products of gamma and beta random variables. We derive various representations for their joint densities, product moments, conditional densities and conditional moments. Some of these representations involve special functions such as the complementary incomplete gamma and Whittaker functions. We also discuss ways to construct multivariate generalizations.
Keywords
Bivariate gamma distribution , Complementary incomplete gamma function , beta distribution , Gamma distribution , Whittaker function
Journal title
Applied Mathematics Letters
Serial Year
2006
Journal title
Applied Mathematics Letters
Record number
898186
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