Article ID Journal Published Year Pages File Type
9506229 Applied Mathematics and Computation 2005 15 Pages PDF
Abstract
We derive the distributions of P = XY and W = X/(X + 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
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