Probability integrals of a bivariate gamma distribution

DOI10.1080/00949658408810732MaRDI QIDQ3692610zbMATH OpenOpenAlexFDO

Authors

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

zbMATH Keywords

Bessel functionbivariate gamma distributioncorrelation coefficientLaguerre polynomialspower series expansionreliability function

Mathematics Subject Classification ID

Incomplete beta and gamma functions (error functions, probability integral, Fresnel integrals) (33B20) Probability distributions: general theory (60E05) Exact distribution theory in statistics (62E15) Statistical distribution theory (62E99) Multivariate distribution of statistics (62H10)

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Cites work

• A note on seasonal Markov chains with gamma or gamma-like distributions
• A stochastic process whose successive intervals between events form a first order Markov chain — I
• An example of Wold's point processes by Markov-dependent intervals
• Estimators for the correlation coefficient in a bivariate exponential distribution
• scientific article; zbMATH DE number 3273551 (Why is no real title available?)
• scientific article; zbMATH DE number 3359663 (Why is no real title available?)
• On Conditional Correlation Coefficients of a Wold Markov Process of Gamma Intervals
• Renewal theory in two dimensions: Basic results
• Some approximate results in renewal and dam theories
• Some Concepts of Dependence
• Testing for correlation between non-negative variates
• Tests for independence of exponential variables

Cited in

(6)

• Multivariate quadratic forms of random vectors
• An evaluation of the integral of the product of the error function and the normal probability density with application to the bivariate normal integral
• Mixture formulations of a bivariate negative binomial distribution with applications
• Evaluation of a special multivariate gamma distribution function
• Computation of bivariate gamma and inverted beta distribution functions
• A mass function based on correlation coefficient and its application

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