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    政大機構典藏 > 商學院 > 統計學系 > 期刊論文 >  Item 140.119/71624


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    题名: Bivariate Generalized Gamma Distributions of Kibble``s Type
    作者: 陳麗霞
    Chen, Li-Shya;Tzeng, I-Hsiang;Lin, Chien-Tai
    贡献者: 統計系
    关键词: bivariate gamma distribution;inference functions for margins;method of moments
    日期: 2014-07
    上传时间: 2014-11-24 14:27:56 (UTC+8)
    摘要: In this paper, a new type of bivariate generalized gamma (BGG) distribution derived from the bivariate gamma distribution of Kibble [Two-variate gamma-type distribution. Sankhȳa 1941;5:137–150] by means of a power transformation is presented. The explicit expressions of statistical properties of the BGG distribution are presented. The estimation of marginal and dependence parameters using the method of moments and the method of inference functions for margins are discussed, and their performance through a Monte Carlo simulation study is assessed. Finally, an example is given to illustrate the applicability of the distributions introduced here.
    關聯: Statistics: A Journal of Theoretical and Applied Statistics, 48(4), 933-949
    数据类型: article
    显示于类别:[統計學系] 期刊論文

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