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http://dx.doi.org/10.4134/CKMS.2006.21.2.363

THE BIVARIATE F3-BETA DISTRIBUTION  

Nadarajah Saralees (Department of Statistics University of Nebraska)
Publication Information
Communications of the Korean Mathematical Society / v.21, no.2, 2006 , pp. 363-374 More about this Journal
Abstract
A new bivariate beta distribution based on the Appell function of the third kind is introduced. Various representations are derived for its product moments, marginal densities, marginal moments, conditional densities and conditional moments. The method of maximum likelihood is used to derive the associated estimation procedure as well as the Fisher information matrix.
Keywords
beta distribution; bivariate beta distribution; Appell function of the third kind;
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