Computation of bivariate gamma and inverted beta distribution functions

DOI10.1080/00949659508811629MaRDI QIDQ4869576zbMATH OpenOpenAlexFDO

Authors

Publication date 26 March 1996

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949659508811629

zbMATH Keywords

bivariate gamma distributionsbivariate inverted beta distributioncorrelated bivariate inverted betaerror boundsnegative binomial distributionnegative binomial probabilitiesWicksell-Kibble bivariate gamma

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10) Numerical solutions to stochastic differential and integral equations (65C30) Probabilistic methods, stochastic differential equations (65C99)

Recommendations

• Probability integrals of a bivariate gamma distribution
• Evaluation of a special multivariate gamma distribution function
• scientific article; zbMATH DE number 5502265
• A bivariate distribution whose marginal laws are inverted beta and gamma

Cites work

• Algorithm AS 226: Computing Noncentral Beta Probabilities
• Four Applications of a Bivariate Pareto Distribution
• scientific article; zbMATH DE number 3527042 (Why is no real title available?)
• scientific article; zbMATH DE number 3369527 (Why is no real title available?)
• Mathematical Analysis of Random Noise
• Mixture formulations of a bivariate negative binomial distribution with applications
• Probability integrals of a bivariate gamma distribution
• The computer generation of bivariate binomial variables with given marginals and correlation
• The Correlated Bivariate Inverted Beta Distribution

Cited in

(9)

• A unified approach for construction of probability models for bivariate linear and directional data
• Computing the expected value of a concave, piecewise affine bivariate function for the gamma distribution
• \texttt{GammaCHI}: a package for the inversion and computation of the gamma and chi-square cumulative distribution functions (central and noncentral)
• Computing the distribution of a linear combination of inverted gamma variables.
• Evaluation of a special multivariate gamma distribution function
• Self-validated Computations for the Probabilities of the Central Bivariate Chi-square Distribution and a BivariateFDistribution. This work partially supported by National Science Foundation grant DMS-9500831
• Information geodesics for gamma models of communication clustering
• A bivariate distribution whose marginal laws are inverted beta and gamma
• Product moments of Kibble's bivariate gamma distribution

Describes a project that uses

Uses Software

• AS 226

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