Triply noncentral bivariate beta type V distribution
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Date
Authors
Ehlers, Rene
Bekker, Andriette, 1958-
Roux, Jacobus J.J.
Journal Title
Journal ISSN
Volume Title
Publisher
South African Statistical Association
Abstract
The enriched triply noncentral bivariate beta type V distribution
is introduced. This distribution is constructed from independent chi-squared
random variables by using the variables-in-common (or trivariate reduction)
technique. The marginal density, product moment and the distribution of
the product of the correlated components of this distribution are also derived.
The effect of the additional parameters on the shape of the density functions
and the correlation between the correlated variables is shown. Special cases
are highlighted to position this distribution in the bivariate beta distributions
context.
Description
Keywords
Appell function of the first kind, Bivariate beta type I distribution, Bivariate beta type III distribution, Chi-squared random variables, Confluent hypergeometric function in m variables, Gauss hypergeometric function, H-function, Triply noncentral bivariate beta type V distribution
Sustainable Development Goals
Citation
Ehlers, R, Bekker, A & Roux, JJJ 20121, 'Triply noncentral bivariate beta type V distribution', South African Statistical Journal, vol. 46, no. 2, pp. 221-246.