一种莫根施特恩型双变量伽马分布

A Morgenstern-Type Bivariate Gamma Distribution

Biometrika · 1981
被引 4
ABS 4

中文导读

本文利用莫根施特恩方法生成一类双变量伽马分布,计算其矩和相关系数,并探讨该方法的适用条件。

Abstract

The procedure due to D. Morgenstern is used to generate a class of bivariate gamma distributions. The moments and correlation coefficient of the resulting distribution are calculated and the conditions under which the procedure can be employed are considered.

数学统计学概率分布双变量分析