• Title, Summary, Keyword: bivariate beta distribution

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THE BIVARIATE F3-BETA DISTRIBUTION

  • Nadarajah Saralees
    • Communications of the Korean Mathematical Society
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    • v.21 no.2
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    • pp.363-374
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    • 2006
  • 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.