A bivariate generalization of gamma distribution

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Authors

Van den Berg, J.
Roux, Jacobus J.J.
Bekker, Andriette, 1958-

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Routledge

Abstract

In this article, a bivariate generalisation of the gamma distribution is proposed by using an unsymmetrical bivariate characteristic function; an extension to the non central case also receives attention. The probability density functions of the product and ratio of the correlated components of this distribution are also derived. The benefits of introducing this generalized bivariate gamma distribution and the distributions of the product and the ratio of its components will be demonstrated by graphical representations of their density functions. An example of this generalized bivariate gamma distribution to rainfall data for two specific districts in the North West province is also given to illustrate the greater versatility of the new distribution.

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Keywords

Bivariate characteristic function, Laguerre polynomials, Rainfall data

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Citation

J. Van den Berg , J. J. J. Roux & A. Bekker (2013) A Bivariate Generalization of Gamma Distribution Communications in Statistics - Theory and Methods, 42:19, 3514-3527, DOI: 10.1080/03610926.2011.633202