Bivariate Gamma Random Vectors

DOI10.1287/OPRE.30.2.355MaRDI QIDQ4741639zbMATH OpenOpenAlexFDO

Authors Ram Lal, Bruce W. Schmeiser

Publication date 1982

Published in Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/opre.30.2.355

zbMATH Keywords

first order autoregressive time seriesgamma marginal distributionsregression curvesseven-parameter family of bivariate distributions

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10) Probabilistic methods, stochastic differential equations (65C99)

Cited in

(10)

• Generating statistically dependent pairs of random variables: A marginal distribution approach
• Generating pseudo-random time series with specified marginal distributions
• Multivariate composite distributions for coefficients in synthetic optimization problems
• Stochastic simulation of bivariate gamma distribution: a frequency-factor based approach
• Case studies in multivariate-to-anything transforms for partially specified random vector gener\-a\-tion
• Reliability modeling of systems with two dependent degrading components based on gamma processes
• Optimal Design for Step-Stress Accelerated Degradation Test with Multiple Performance Characteristics Based on Gamma Processes
• Metapopulation extinction risk: dispersal's duplicity
• Comparison of two correlated ROC curves at a given specificity or sensitivity level
• Comparison of two correlated ROC surfaces at a given pair of true classification rates

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