A note on a bivariate gamma distribution

Makoto Maejima and Yohei Ueda

Statistics & Probability Letters, 2010, vol. 80, issue 23-24, 1991-1994

Abstract: Vere-Jones (1967) introduced a bivariate generalization of gamma distributions and proved its infinite divisibility. Maejima and Ueda (2010) and others studied [alpha]-selfdecomposability, which is a generalization of selfdecomposability. In this paper, the (-2)-selfdecomposability of bivariate gamma distributions is shown.

Keywords: Infinitely; divisible; distribution; Bivariate; gamma; distribution; [alpha]-selfdecomposable; distribution (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (1)

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