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Lai, C. D.; Moore, T.

Probability integrals of a bivariate gamma distribution. (English) Zbl 0574.62019

J. Stat. Comput. Simulation 19, 205-213 (1984).
In this paper, we evaluate the distribution function of a bivariate gamma distribution which arises frequently in the literature. The calculation may be performed via a power series expansion in the correlation coefficient.

Cited in 3 Documents

MSC:

62E15 Exact distribution theory in statistics
33B20 Incomplete beta and gamma functions (error functions, probability integral, Fresnel integrals)
62H10 Multivariate distribution of statistics
62E99 Statistical distribution theory
60E05 Probability distributions: general theory

Keywords:

Laguerre polynomials; reliability function; Bessel function; bivariate gamma distribution; power series expansion; correlation coefficient
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References:

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