A note on a bivariate gamma distribution

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.

MoreLess

Year of publication:	2010
Authors:	Maejima, Makoto ; Ueda, Yohei
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 80.2010, 23-24, p. 1991-1994
Publisher:	Elsevier
Keywords:	Infinitely divisible distribution Bivariate gamma distribution [alpha]-selfdecomposable distribution

More details

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008868892