The bivariate H-function distribution

S.D. Kellogg and J.W. Barnes

Mathematics and Computers in Simulation (MATCOM), 1989, vol. 31, issue 1, 91-111

Abstract: In an earlier paper concerned with the distribution associated with products, quotients, and powers of two dependent nonnegative random variables, a generalized distribution called the bivariate H-function distribution was presented. Here, further properties of this distribution are explored. Formulae for finding the normalizing constant, ordered noncentral moments, and marginal distribution functions are presented. The cumulative to the bivariate H-function pdf is shown to be an H-function of higher order. Special cases along with associated contour plots demonstrating the robustness of the bivariate H-function distribution are presented at the end of the paper.

Date: 1989
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Persistent link: https://EconPapers.repec.org/RePEc:eee:matcom:v:31:y:1989:i:1:p:91-111

DOI: 10.1016/0378-4754(89)90055-4

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