Bivariate generalized gamma distributions of Kibble's type

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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:	[Department of Applied Mathematics and Data Science] Journal Article

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