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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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  • A. El-Bassiouny
  • M. Jones

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  • A. El-Bassiouny & M. Jones, 2009. "A bivariate F distribution with marginals on arbitrary numerator and denominator degrees of freedom, and related bivariate beta and t distributions," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 18(4), pages 465-481, November.
    • Handle: RePEc:spr:stmapp:v:18:y:2009:i:4:p:465-481
    DOI: 10.1007/s10260-008-0103-y
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    References listed on IDEAS

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    1. 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.
    2. Olkin, Ingram & Liu, Ruixue, 2003. "A bivariate beta distribution," Statistics & Probability Letters, Elsevier, vol. 62(4), pages 407-412, May.
    3. Kotz,Samuel & Nadarajah,Saralees, 2004. "Multivariate T-Distributions and Their Applications," Cambridge Books, Cambridge University Press, number 9780521826549.
    4. 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.
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    Cited by:

    1. 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.
    2. 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.
    3. 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.

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