期刊
APPLIED MATHEMATICS LETTERS
卷 19, 期 8, 页码 767-774出版社
PERGAMON-ELSEVIER SCIENCE LTD
DOI: 10.1016/j.aml.2005.10.007
关键词
beta distribution; bivariate gamma distribution; complementary incomplete gamma function; gamma distribution; Whittaker function
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. (C) 2005 Elsevier Ltd. All rights reserved.
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