FOUR BIVARIATE DISTRIBUTIONS WITH GAMMA TYPE MARGINALS

被引：0

作者：

Nadarajah, Saralees ^{[1
]}

Kotz, Samuel ^{[2
]}

机构：

[1] Univ Manchester, Sch Math, Manchester M60 1QD, Lancs, England

[2] George Washington Univ, Dept Engn Management & Syst Engn, Washington, DC 20052 USA

来源：

ROCKY MOUNTAIN JOURNAL OF MATHEMATICS | 2009年 / 39卷 / 01期

关键词：

D O I：

10.1216/RMJ-2009-39-1-231

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

Four new bivariate distributions with gamma type marginals are introduced. Various representations are derived 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. Construction of multivariate generalizations is discussed. Finally, all application to rainfall data from Florida is provided.

引用

页码：231 / 258

页数：28

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