A bivariate distribution whose marginal are gamma and beta prime distribution is introduced. The distribution is derived and the generation of such bivariate sample is shown. Extension of the results are given in the multivariate case under a joint independent component analysis method. Simulated applications are given and they show consistency of our approach. Estimation procedures for the bivariate case are provided.
Sen, Sumen; Lamichhane, Rajan; and Diawara, Norou
"A Bivariate Distribution with Conditional Gamma and its Multivariate Form,"
Journal of Modern Applied Statistical Methods:
2, Article 9.
Available at: http://digitalcommons.wayne.edu/jmasm/vol13/iss2/9