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題名 Bivariate Generalized Gamma Distributions of Kibble``s Type
作者 陳麗霞
Chen, Li-Shya;Tzeng, I-Hsiang;Lin, Chien-Tai
貢獻者 統計系
關鍵詞 bivariate gamma distribution;inference functions for margins;method of moments
日期 2014-07
上傳時間 24-Nov-2014 14:27:56 (UTC+8)
摘要 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.
關聯 Statistics: A Journal of Theoretical and Applied Statistics, 48(4), 933-949
資料類型 article
dc.contributor 統計系en_US
dc.creator (作者) 陳麗霞zh_TW
dc.creator (作者) Chen, Li-Shya;Tzeng, I-Hsiang;Lin, Chien-Taien_US
dc.date (日期) 2014-07en_US
dc.date.accessioned 24-Nov-2014 14:27:56 (UTC+8)-
dc.date.available 24-Nov-2014 14:27:56 (UTC+8)-
dc.date.issued (上傳時間) 24-Nov-2014 14:27:56 (UTC+8)-
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/71624-
dc.description.abstract (摘要) 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.en_US
dc.format.extent 160 bytes-
dc.format.mimetype text/html-
dc.language.iso en_US-
dc.relation (關聯) Statistics: A Journal of Theoretical and Applied Statistics, 48(4), 933-949en_US
dc.subject (關鍵詞) bivariate gamma distribution;inference functions for margins;method of momentsen_US
dc.title (題名) Bivariate Generalized Gamma Distributions of Kibble``s Typeen_US
dc.type (資料類型) articleen