Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
9506229 | Applied Mathematics and Computation | 2005 | 15 Pages |
Abstract
We derive the distributions of PÂ =Â XY and WÂ =Â X/(XÂ +Â Y) and the corresponding moment properties when X and Y follow a bivariate gamma distribution. The expressions turn out to involve several special functions. We also provide extensive tabulations of the percentage points associated with the two distributions. These tables-obtained using intensive computing power-will be of use to practitioners of the bivariate gamma distribution.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Saralees Nadarajah,