科研之友
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摘要
The first known bivariate distribution with gamma and beta marginals is introduced. Various representations are derived for its joint probability density pdf), joint cumulative distribution cdf), product moments, conditional pdfs, conditional cdfs, conditional moments, joint moment generating function, joint characteristic function and entropies. The method of maximum likelihood and the method of moments are used to derive the associated estimation procedures as well as the Fisher information matrix, variance-covariance matrix and the profile likelihood confidence intervals. An application to drought data from Nebraska is provided. Some other applications are also discussed. Finally, an extension of the bivariate distribution to the multivariate case is proposed.
- 出版日期2009
