Generalized Bivariate Kummer-Beta Distribution
DOI:
https://doi.org/10.17230/ingciencia.16.32.1Keywords:
Beta function, beta distribution, entropy, bivariate distribution, gamma function, Kummer-beta distributionAbstract
A new bivariate beta distribution based on the Humbert’s confluent hypergeometric function of the second kind is introduced. Various representations are derived for its product moments, marginal densities, marginal moments, conditional densities and entropies.
Downloads
References
P. Bran-Cardona, J. Orozco, and D. Nagar, “Generalización bivariada de la distribución kummer-beta,” Revista Colombiana de Estadística, vol. 34, no. 3, pp. 497–512, sep. 2011. https://revistas.unal.edu.co/index.php/estad/
article/view/29965
B. Arnold, E. Castillo, J. Sarabia, J. Sarabia, and J. Sarabia, Conditional Specification of Statistical Models, ser. Springer Series in Statistics. Springer, 1999.
N. Balakrishnan and C. Lai, Continuous Bivariate Distributions. Springer New York, 2009.
T. P. Hutchinson and C. D. Lai, “Reviewed work: Continuous bivariate distributions, emphasising applications,” Journal of the Royal Statistical Society. Series D (The Statistician), vol. 41, no. 1, pp. 125–127, 1992.
https://doi.org/10.2307/2348645
T. P. Hutchinson and C. D. Lai, The engineering statistician’s guide to continuous bivariate
distributions, ser. Adelaide. Rumsby Scientific Publishing, 1991.
S. Kotz, N. Balakrishnan, and N. Johnson, Continuous Multivariate Distributions, Volume 1: Models and Applications, ser. Continuous Multivariate Distributions. Wiley, 2004.
K. V. Mardia, Families of bivariate distributions, ser. Griffin’s Statistical Monographs and Courses, No. 27. Lubrecht & Cramer Ltd, 1970.
D. I. Ghosh, “On the reliability for some bivariate dependent beta and kumaraswamy distributions: A brief survey,” Stochastics and Quality Control, vol. 34, no. 2, pp. 115–121, 2019. https://doi.org/10.1515/eqc-2018-0029
A. K. Gupta, J. M. Orozco, and D. K. Nagar, “Non-central bivariate beta distribution,” Stat. Papers, vol. 52, no. 1, pp. 139–152, 2011. https://doi.org/10.1007/s00362-009-0215-y
S. Nadarajah, “The bivariate f3-beta distribution,” Commun. Korean Math. Soc., vol. 21, no. 2, pp. 363–374, 2006. https://www.koreascience.or.kr/article/JAKO200626813055203.pdf
S. Nadarajah, “The bivariate f2–beta distribution,” American Journal of Mathematical and Management Sciences, vol. 27, no. 3–4, pp. 351–368, 2007. https://doi.org/10.1080/01966324.2007.10737705
N. Saralees and K. Samuel, “The bivariate f1-beta distribution,” C. R. Math. Acad. Sci. Soc. R. Can., vol. 27, no. 2, pp. 58–64, 2005.
S. Nadarajah and S. Kotz, “Some bivariate beta distributions,” Statistics, vol. 39, no. 5, pp. 457–466, 2005. https://doi.org/10.1080/02331880500286902
Nadarajah and S. Kotz, “Multitude of beta distributions with applications,” Statistics, vol. 41, no. 2, pp. 153–179, 2007. https://doi.org/10.1080/02331880701223522
S. Nadarajah, S. H. Shih, and D. K. Nagar, “A new bivariate beta distribution,” Statistics, vol. 51, no. 2, pp. 455–474, 2017. https://doi.org/10.1080/02331888.2016.1240681
D. Nagar, S. Nadarajah, and I. Okorie, “A new bivariate distribution with one marginal defined on the unit interval,” Annals of Data Science, vol. 4, no. 3, pp. 405–420, 2017. https://doi.org/10.1007/s40745-017-0111-6
O. Johanna Marcela, N. Daya K., and A. K. Gupta, “Generalized bivariate beta distributions involving appell’s hypergeometric function of the second kind,” Computers & Mathematics with Applications, vol. 64, no. 8, pp. 2507– 2519, 2012. https://doi.org/10.1016/j.camwa.2012.06.006
J. M. Sarabia and E. Castillo, Bivariate Distributions Based on the Generalized Three-Parameter Beta Distribution. Boston, MA: Birkhäuser Boston, 2006, pp. 85–110. https://doi.org/10.1007/0-8176-4487-3_6
A. Gupta and D. Nagar, Matrix Variate Distributions, ser. Monographs and Surveys in Pure and Applied Mathematics. CRC Press, 2018.
A. K. Gupta, C. Liliam, and D. K. Nagar, “variate kummer-dirichlet vistributions,” Journal of Applied Mathematics, vol. 1, no. 3, pp. 117–139, 2001. https://doi.org/10.1155/S1110757X0100701X
D. K. Nagar and A. K. Gupta, “Matrix-variate kummer-beta distribution,” Journal of the Australian Mathematical Society, vol. 73, no. 1, pp. 11 – 26, 2002. https://doi.org/10.1017/S1446788700008442
E. L. Lehmann, “Some concepts of dependence,” The Annals of Mathematical Statistics, vol. 37, no. 5, pp. 1137–1153, 1966. http://www.jstor.org/stable/2239070
Y. L. Tong, Probability Inequalities in Multivariate Distributions, ser. Probability and mathematical statistics. Elsevier Science, 2014.
C. E. Shannon, “A mathematical theory of communication,” The Bell System Technical Journal, vol. 27, no. 3, pp. 379–423, July 1948. https://doi.org/10.1002/j.1538-7305.1948.tb01338.x
A. Rényi, “On measures of entropy and information,” Proc. 4th Berkeley Sympos. Math. Statist. and Prob., vol. 61, no. 1, pp. 547–561, 1961. https://digitalassets.lib.berkeley.edu/math/ucb/text/math_s4_v1_article-27.pdf
K. Zografos and S. Nadarajah, “Expressions for rényi and shannon entropies for multivariate distributions,” Statistics & Probability Letters, vol. 71, no. 1, pp. 71 – 84, 2005. https://doi.org/10.1016/j.spl.2004.10.023
K. Zografos and S. Nadarajah, “Expressions for rényi and shannon entropies for multivariate distributions,” Statistics & Probability Letters, vol. 71, no. 1, pp. 71–84, 2005. https://doi.org/10.1016/j.spl.2004.10.023
K. Zografos, “On maximum entropy characterization of pearson’s type ii and vii multivariate distributions,” Journal of Multivariate Analysis, vol. 71, no. 1, pp. 67 – 75, 1999. https://doi.org/10.1006/jmva.1999.1824
D. Nagar and Z. Edwin, “Distributions of the product and the quotient of independent kummer-beta variables,” Scientiae Mathematicae Japonicae, vol. 61, no. 1, pp. 109–117, 2005.
H. Srivastava and P. Karlsson, Multiple Gaussian Hypergeometric Series, ser. Ellis Horwood series in mathematics and its applications. E. Horwood, 1985.
Y. Luke, The Special Functions and Their Approximations. Academic Press, New York, 1969, vol. I.
K. W. NG, “Kummer-gamma and kummer-beta univariate and multivariate distributions,” 1995. https://ci.nii.ac.jp/naid/10015391335/en/
Downloads
Published
Issue
Section
License
Authors who publish with this journal agree to the following terms:
- Authors retain copyright and grant the journal right of first publication with the work simultaneously licensed under a Creative Commons Attribution License that allows others to share the work with an acknowledgement of the work's authorship and initial publication in this journal.
- Authors are able to enter into separate, additional contractual arrangements for the non-exclusive distribution of the journal's published version of the work (e.g., post it to an institutional repository or publish it in a book), with an acknowledgement of its initial publication in this journal.
- Authors are permitted and encouraged to post their work online (e.g., in institutional repositories or on their website) prior to and during the submission process, as it can lead to productive exchanges, as well as earlier and greater citation of published work (See The Effect of Open Access).


Plagiarism Detection