Photo by hdbernd from unsplash
Abstract In this article, we aim to establish some theoretical properties of Izawa’s bivariate gamma distribution having equal shape parameters. First, we propose a procedure to obtain the maximum likelihood… Click to show full abstract
Abstract In this article, we aim to establish some theoretical properties of Izawa’s bivariate gamma distribution having equal shape parameters. First, we propose a procedure to obtain the maximum likelihood estimates and derive an expression for the Fisher information. Simulation studies illuminate the properties of maximum likelihood estimators. We also establish an asymptotic test for independence based on the limiting distribution of maximum likelihood estimators.
Keywords:
bivariate gamma;
maximum likelihood;
gamma distribution;
izawa bivariate;
distribution
Journal Title: Communications in Statistics - Theory and Methods
Year Published: 2018
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!
Journal Title: Communications in Statistics - Theory and Methods
Year Published: 2018
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!