A bivariate generalization of gamma distribution
| dc.contributor.author | Van den Berg, J. | |
| dc.contributor.author | Roux, Jacobus J.J. | |
| dc.contributor.author | Bekker, Andriette, 1958- | |
| dc.contributor.email | andriette.bekker@up.ac.za | en_US |
| 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 polynomials | 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 |