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.
