Cumulative Distribution Function of Bivariate Gamma Distribution With Arbitrary Parameters and Applications
Natalia Y. Ermolova, Olav Tirkkonen
Abstract
Natalia Y. Ermolova, Olav Tirkkonen
Abstract
In this letter, we consider bivariate gamma distributions with arbitrary parameters and obtain closed-form expressions for the cumulative distribution function for scenarios where the difference between the shape parameters of the marginal distributions is an integer.
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In this letter, we consider bivariate gamma distributions with arbitrary parameters and obtain closed-form expressions for the cumulative distribution function for scenarios where the difference between the shape parameters of the marginal distributions is an integer.
Key concepts: Generalized gamma distribution, Cumulative distribution function, Bivariate analysis, Gamma distribution, Inverse-gamma distribution, Marginal distribution, Mathematics, Distribution (mathematics)