Probability integrals of a bivariate gamma distribution

DOI10.1080/00949658408810732zbMath0574.62019OpenAlexW2061508338MaRDI QIDQ3692610

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Publication date: 1984

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949658408810732

zbMATH Keywords

reliability functionLaguerre polynomialsBessel functioncorrelation coefficientpower series expansionbivariate gamma distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Exact distribution theory in statistics (62E15) Probability distributions: general theory (60E05) Incomplete beta and gamma functions (error functions, probability integral, Fresnel integrals) (33B20) Statistical distribution theory (62E99)

Related Items (3)

Computation of bivariate gamma and inverted beta distribution functions ⋮ Multivariate quadratic forms of random vectors ⋮ Mixture formulations of a bivariate negative binomial distribution with applications

Cites Work

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• Estimators for the correlation coefficient in a bivariate exponential distribution
• On Conditional Correlation Coefficients of a Wold Markov Process of Gamma Intervals
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• A note on seasonal Markov chains with gamma or gamma-like distributions
• Renewal theory in two dimensions: Basic results
• Some Concepts of Dependence
• Testing for correlation between non-negative variates
• A stochastic process whose successive intervals between events form a first order Markov chain — I
• Some approximate results in renewal and dam theories

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