Multivariate families of gamma-generated distributions with finite or infinite support above or below the diagonal

Narayanaswamy Balakrishnan and Miroslav M. Ristić

Journal of Multivariate Analysis, 2016, vol. 143, issue C, 194-207

Abstract: In this paper, we introduce two new families of multivariate distributions with finite or infinite support above or below the diagonal generated by McKay’s bivariate gamma distribution and show that their conditional distributions are univariate gamma- and beta-generated distributions. We derive the Shannon entropies of the introduced families of bivariate distributions. We then focus on the special cases of bivariate gamma-exponentiated exponential distributions, and discuss their properties. Finally, we illustrate the usefulness of the proposed bivariate gamma-exponentiated exponential distributions with a real dataset.

Keywords: McKay’s bivariate gamma distribution; Gamma-generated distribution; Beta-generated distribution; Shannon entropy (search for similar items in EconPapers)
Date: 2016
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Citations: View citations in EconPapers (4)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:143:y:2016:i:c:p:194-207

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DOI: 10.1016/j.jmva.2015.09.012

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