A Method for Determining If Unequal Shape Parameters are Necessary in a Bivariate Gamma Distribution
1983
A procedure to aid in the deciding between four and five parameters in a Jensen's type bivariate gamma distribution is presented. It is based upon the CDF of the ratio of correlated gamma distributed variates. The criteria are posed in a test of hypothesis setting and results are presented.
Keywords:
- Generalized integer gamma distribution
- Econometrics
- Gamma distribution
- Mathematics
- Compound probability distribution
- Normal-gamma distribution
- Inverse-gamma distribution
- Chi distribution
- Statistics
- Inverse-chi-squared distribution
- Generalized gamma distribution
- Student's t-distribution
- Variance-gamma distribution
- Correction
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