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    Please use this identifier to cite or link to this item: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/97815


    Title: Bivariate generalized gamma distributions of Kibble's type
    Authors: Chen, Li-Shya;Tzeng, I-Shiang;Lin, Chien-Tai
    Contributors: 淡江大學數學學系
    Keywords: bivariate gamma distribution;method of moments;inference functions for margins
    Date: 2014-08-01
    Issue Date: 2014-04-22 13:11:40 (UTC+8)
    Publisher: Abingdon: Taylor & Francis
    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 48(4), pp.933-949
    DOI: 10.1080/02331888.2012.760092
    Appears in Collections:[數學學系暨研究所] 期刊論文

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