On a multivariate gamma distribution

Abstract

A multivariate probability model possessing a dependence structure that is reflected in its variance–covariance structure and gamma distributed univariate margins is introduced and studied. In particular, the higher order moments and cumulants, Chebyshevtype inequalities and multivariate probability density functions are derived. The model suggested herein… (More)

2 Figures and Tables

Statistics

050201520162017
Citations per Year

Citation Velocity: 15

Averaging 15 citations per year over the last 3 years.

Learn more about how we calculate this metric in our FAQ.

Cite this paper

@inproceedings{Furman2008OnAM, title={On a multivariate gamma distribution}, author={Edward Furman}, year={2008} }