Triply noncentral bivariate beta type V distribution

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Authors

Ehlers, Rene
Bekker, Andriette, 1958-
Roux, Jacobus J.J.

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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.

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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

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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.