A bivariate F distribution with marginals on arbitrary numerator and denominator degrees of freedom, and related bivariate beta and t distributions
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DOI: 10.1007/s10260-008-0103-y
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- Garthwaite, Paul H. & Kadane, Joseph B. & O'Hagan, Anthony, 2005. "Statistical Methods for Eliciting Probability Distributions," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 680-701, June.
- David L. Libby & Melvin R. Novick, 1982. "Multivariate Generalized Beta Distributions with Applications to Utility Assessment," Journal of Educational and Behavioral Statistics, , vol. 7(4), pages 271-294, December.
- Olkin, Ingram & Liu, Ruixue, 2003. "A bivariate beta distribution," Statistics & Probability Letters, Elsevier, vol. 62(4), pages 407-412, May.
- Kotz,Samuel & Nadarajah,Saralees, 2004. "Multivariate T-Distributions and Their Applications," Cambridge Books, Cambridge University Press, number 9780521826549.
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- K. Adamski & S. Human & A. Bekker, 2012. "A generalized multivariate beta distribution: control charting when the measurements are from an exponential distribution," Statistical Papers, Springer, vol. 53(4), pages 1045-1064, November.
- Susanne Trick & Constantin A. Rothkopf & Frank Jäkel, 2023. "Parameter estimation for a bivariate beta distribution with arbitrary beta marginals and positive correlation," METRON, Springer;Sapienza Università di Roma, vol. 81(2), pages 163-180, August.
- José María Sarabia & Vanesa Jordá & Faustino Prieto & Montserrat Guillén, 2020. "Multivariate Classes of GB2 Distributions with Applications," Mathematics, MDPI, vol. 9(1), pages 1-21, December.
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Keywords
Chi-squared distribution; Positive dependence; Transformation;All these keywords.
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