Computation of bivariate gamma and inverted beta distribution functions

DOI10.1080/00949659508811629zbMath0847.62009MaRDI QIDQ4869576

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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

error bounds; negative binomial distribution; bivariate gamma distributions; bivariate inverted beta distribution; correlated bivariate inverted beta; negative binomial probabilities; Wicksell-Kibble bivariate gamma

Mathematics Subject Classification ID

65C10: Random number generation in numerical analysis

65C30: Numerical solutions to stochastic differential and integral equations

65C99: Probabilistic methods, stochastic differential equations

Related Items

Information geodesics for gamma models of communication clustering, A Unified Approach for Construction of Probability Models for Bivariate Linear and Directional Data

Uses Software

• AS 226

Cites Work

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• Mixture formulations of a bivariate negative binomial distribution with applications
• Probability integrals of a bivariate gamma distribution
• Four Applications of a Bivariate Pareto Distribution
• The Correlated Bivariate Inverted Beta Distribution
• The computer generation of bivariate binomial variables with given marginals and correlation
• Algorithm AS 226: Computing Noncentral Beta Probabilities
• Mathematical Analysis of Random Noise