A Morgenstern-Type Bivariate Gamma Distribution
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。
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.