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Communications in Statistics - Theory and Methods Volume 29, 2000 - Issue 12
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Original Articles

A bivariate gamma mixture distribution

G. Jones Institure of Information and Technology, Massey University, Private Bag, Palmerston North, 11222, New ZealandView further author information
,
C. D. Lai Institure of Information and Technology, Massey University, Private Bag, Palmerston North, 11222, New ZealandView further author information
&
J.C.W. Rayner SchooI of Mathematics and Applied Statistics, University of Wollongong, Wollongong, NSW, Australia
Pages 2775-2790 | Received 01 Jan 1999, Published online: 27 Jun 2007
 
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Abstract

In this paper we construct a bivariate gamma mixture distribution by allowing the scale parameters of the two marginals to have a generalized Bernoulli distribution. We study the statistical properties of this distribution and discuss the estimation of the parameters. The distribution is then fitted to two bivariate data sets. Data on the age and lactation period of cows are described well by the proposed model, but it fails to fit Johansen's bean data properly because of theoretical constraints on the correlation.

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Notes on contributors

G. Jones

C. D. Lai

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