A New Bivariate Gamma Distribution

Arjun K. Gupta, Dattatraya G. Kabe
DOI: 10.4236/am.2011.27113                

Abstract

Following Nadarajah [1], we introduce a new bivariate correlated type Gamma distribution, whose joint density is expressed in two parts. Expressions for single and joint moments of the variates are derived. Bivariate Correlated Wishart density follows on similar lines.

Keywords

Gamma Distribuion, Correlated Gamma Variates, Moments, Gauss’ Hypergeometric Series

Conflicts of Interest

The authors declare no conflicts of interest.

References

[1]	S. Nadarajah, “A New Bivariate Chi-Distribution,” SIAM Review, 2006, (unpublished).
[2]	I. S. Gradsheleyn and I. M. Ryzhik, “Tables of Integral, Series, and Products,” 5th Edition, Academic Press, New York, 2000.
[3]	A. M. Mathai, “Jacobian of Transformations and Func- tions of Matrix Argument," World Scientific, London, 1997.
[4]	A. M. Mathai, “A Handbook of Generalized Special Functions for Statistical and Physical Sciences,” Claredon Press, Oxford, 1993.