# Compound gamma, beta and F distributions

@article{Dubey1970CompoundGB, title={Compound gamma, beta and F distributions}, author={S D Dubey}, journal={Metrika}, year={1970}, volume={16}, pages={27-31} }

SummaryIn this paper a compound gamma distribution has been derived by compounding a gamma distribution with another gamma distribution. The resulting compound gamma distribution has been reduced to the Beta distributions of the first kind and the second kind and to theF distribution by suitable transformations. This includes theLomax distribution as a special case which enjoys a useful property. Moment estimators for two of its parameters are explicitly obtained, which tend to a bivariate…

## 120 Citations

Compound gamma bivariate distributions

- Mathematics
- 1981

SummaryBivariate distributions, which may be of special relevance to the lifetimes of two components of a system, are derived using the following approach. As the two components are part of one…

The bivariate noncentral chi-square distribution - A compound distribution approach

- Mathematics, Computer ScienceAppl. Math. Comput.
- 2011

The bivariate noncentral chi-square distribution is proposed by compounding the Poisson probabilities with the bivariate central chi- square distribution by derived for arbitrary values of the correlation coefficient, degrees of freedom(s), and noncentrality parameters.

A compound of the generalized negative binomial distribution with the generalized beta distribution

- Mathematics
- 2004

This paper presents a compound of the generalized negative binomial distribution with the generalized beta distribution.In the introductory part of the paper, we provide a chronological overview of…

A Compound of Geeta Distribution with Generalized Beta Distribution

- Mathematics
- 2014

A compound of Geeta distribution with Generalized Beta distribution (GBD) is obtained and the compound is specialized for different values of β. The first order factorial moments of some special…

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- Mathematics
- 2014

We introduce a new model called the Weibull-Lomax distribution which extends the Lomax distribution and has increasing and decreasing shapes for the hazard rate function. Various structural…

The Gumbel-Lomax Distribution: Properties and Applications

- Computer Science, MathematicsJ. Stat. Theory Appl.
- 2016

A new four-parameter distribution arising from the GumbelX generator recently proposed by Al-Aqtash (2013) is introduced, which can be right-skewed and reversed-J shaped, and can have decreasing and upside-down bathtub shaped hazard rate.

A bivariate conditional Weibull distribution with application

- Mathematics
- 2019

A three-parameter bivariate distribution is derived from the marginal and conditional Weibull distributions. Its joint properties are derived and method of estimation of its parameters discussed. It…

PORTFOLIO RETURN DISTRIBUTIONS: SAMPLE STATISTICS WITH STOCHASTIC CORRELATIONS

- Mathematics
- 2015

We consider random vectors drawn from a multivariate normal distribution and compute the sample statistics in the presence of stochastic correlations. For this purpose, we construct an ensemble of…

Discrete Inverse Weibull Minimax Distribution: Properties and Applications

- Mathematics
- 2017

There are not many known distributions for modeling discrete data. In this paper, we shall introduce a new count data model, which is obtained by compounding two parameter discrete Inverse Weibull…

Portfolio return distributions: Sample statistics with non-stationary correlations

- Mathematics, Economics
- 2013

We consider random vectors drawn from a multivariate normal distribution and compute the sample statistics in the presence of non-stationary correlations. For this purpose, we construct an ensemble…

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