Constructions for a bivariate beta distribution

We provide a new bivariate distribution with beta marginal distributions, positive probability over the unit square, and correlations over the full range. We discuss its extension to three or more dimensions.

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Year of publication:	2015
Authors:	Olkin, Ingram ; Trikalinos, Thomas A.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 96.2015, C, p. 54-60
Publisher:	Elsevier
Subject:	Bivariate beta distribution \| Bayesian analysis \| Dirichlet distribution \| Bivariate families \| Hypergeometric functions

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

Persistent link: https://www.econbiz.de/10011115959