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Title: Bivariate Generalized Gamma Distributions of Kibble's Type
Authors: 陳麗霞
Chen, Li-Shya;Tzeng, I- Shiang;Linc, Chien-Tai
Contributors: 統計系
Keywords: bivariate gamma distribution;method of moments;inference functions for margins
Date: 2012-12
Issue Date: 2013-12-10 17:14:30 (UTC+8)
Abstract: In this paper, a new type of bivariate generalized gamma (BGG) distribution derived from the bivariate gamma distribution of Kibble [Two-variate gamma-type distribution. Sankhȳa 1941;5:137–150] by means of a power transformation is presented. The explicit expressions of statistical properties of the BGG distribution are presented. The estimation of marginal and dependence parameters using the method of moments and the method of inference functions for margins are discussed, and their performance through a Monte Carlo simulation study is assessed. Finally, an example is given to illustrate the applicability of the distributions introduced here.
Relation: Statistics: A Journal of Theoretical and Applied Statistics, Published online: 16 Jan 2013
Data Type: article
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