A bivariate generalization of gamma distribution

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dc.contributor.author Van den Berg, J.
dc.contributor.author Roux, Jacobus J.J.
dc.contributor.author Bekker, Andriette, 1958-
dc.date.accessioned 2013-11-29T07:33:51Z
dc.date.available 2014-09-30T00:20:06Z
dc.date.issued 2013
dc.description.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. en_US
dc.description.librarian hb2013 en_US
dc.description.sponsorship National Research Foundation,South Africa (GRANT: Unlocking the future : FA2007043000003). en_US
dc.description.uri http://www.tandfonline.com/loi/lsta20 en_US
dc.identifier.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 en_US
dc.identifier.issn 0361-0926 (print)
dc.identifier.issn 1532-415X (online)
dc.identifier.other 10.1080/03610926.2011.633202
dc.identifier.uri http://hdl.handle.net/2263/32649
dc.language.iso en en_US
dc.publisher Routledge en_US
dc.rights © Taylor & Francis Group, LLC.This is an electronic version of an article published in Communications in Statistics Theory and Methods, vol. 42, no. 19, pp. 3514-3527, 2013. Communications in Statistics Theory and Methods is available online at : http://www.tandfonline.com/loi/lsta20 en_US
dc.subject Bivariate characteristic function en
dc.subject Laguerre polynomial en
dc.subject Rainfall data en
dc.subject.lcsh Distribution (Probability theory) en
dc.subject.lcsh Approximation theory en
dc.title A bivariate generalization of gamma distribution en
dc.type Postprint Article en


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