Some bivariate gamma distributions |
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| Institution: | 1. Department of Statistics, University of Nebraska, Lincoln, NE 68583, United States;2. Department of Mathematics and Statistics, Bowling Green State University, Bowling Green, OH 43403, United States |
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| Abstract: | We introduce two new bivariate gamma distributions based on a characterizing property involving products of gamma and beta random variables. We derive various representations for their joint densities, product moments, conditional densities and conditional moments. Some of these representations involve special functions such as the complementary incomplete gamma and Whittaker functions. We also discuss ways to construct multivariate generalizations. |
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