Probability integrals of a bivariate gamma distribution
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Publication:3692610
DOI10.1080/00949658408810732zbMath0574.62019MaRDI QIDQ3692610
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Publication date: 1984
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949658408810732
reliability function; Laguerre polynomials; Bessel function; correlation coefficient; power series expansion; bivariate gamma distribution
62H10: Multivariate distribution of statistics
62E15: Exact distribution theory in statistics
60E05: Probability distributions: general theory
33B20: Incomplete beta and gamma functions (error functions, probability integral, Fresnel integrals)
62E99: Statistical distribution theory
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Computation of bivariate gamma and inverted beta distribution functions, Multivariate quadratic forms of random vectors, Mixture formulations of a bivariate negative binomial distribution with applications
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