A Bivariate Gamma Distribution Whose Marginals are Finite Mixtures of Gamma Distributions

  • Maryam Rafiei Department of Mathematics and Statistics, Mashhad Branch, Islamic Azad University, Mashhad, Iran.
  • Anis Iranmanesh Department of Mathematics and Statistics, Mashhad Branch, Islamic Azad University, Mashhad, Iran;
  • Daya k. Nagar Instituto de Mathematicas, Universidad de Antioquia, Medellin, Colombia.
DOI: https://doi.org/10.19139/soic-2310-5070-1001
Keywords: Bivariate Distribution, Beta Distribution, Entropy, Information Matrix, Gamma Distribution, Simulation

Abstract

In this article a new bivariate distribution, whose both the marginals are finite mixture of gamma distribution has been defined. Several of its properties such moments, correlation coefficients, measure of skewness, moment generating function, Renyi and Shannon entropies have been derived. Simulation study have been conducted to evaluate the performance of maximum likelihood method.

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Published
2020-08-25
How to Cite
Rafiei, M., Iranmanesh, A., & Nagar, D. k. (2020). A Bivariate Gamma Distribution Whose Marginals are Finite Mixtures of Gamma Distributions. Statistics, Optimization & Information Computing, 8(4), 950-971. https://doi.org/10.19139/soic-2310-5070-1001
Issue
Vol 8 No 4 (2020)
Section
Research Articles
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