TITLE:
A New Bivariate Gamma Distribution
AUTHORS:
Arjun K. Gupta, Dattatraya G. Kabe
KEYWORDS:
Gamma Distribuion, Correlated Gamma Variates, Moments, Gauss’ Hypergeometric Series
JOURNAL NAME:
Applied Mathematics,
Vol.2 No.7,
July
8,
2011
ABSTRACT: Following Nadarajah [1], we introduce a new bivariate correlated type Gamma distribution, whose joint density is expressed in two parts. Expressions for single and joint moments of the variates are derived. Bivariate Correlated Wishart density follows on similar lines.