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Inference for IZAWA’S Bivariate Gamma Distribution
- Cho, S.-H.;
- Johnson, R.A.
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0초록
In this article, we aim to establish some theoretical properties of Izawa’s bivariate gamma distribution having equal shape parameters. First, we propose a procedure to obtain the maximum likelihood estimates and derive an expression for the Fisher information. Simulation studies illuminate the properties of maximum likelihood estimators. We also establish an asymptotic test for independence based on the limiting distribution of maximum likelihood estimators. © 2018, © 2018 Taylor & Francis Group, LLC.
키워드
Asymptotic distribution; bivariate gamma distribution; fisher information; independence test; likelihood ratio test; MLE; Fisher information matrix; Statistical tests; Asymptotic distributions; Bivariate gamma distribution; Fisher information; Independence tests; Likelihood ratio tests; Maximum likelihood estimation
- 제목
- Inference for IZAWA’S Bivariate Gamma Distribution
- 저자
- Cho, S.-H.; Johnson, R.A.
- 발행일
- 2019-09
- 유형
- Article in Press
- 권
- 48
- 호
- 17
- 페이지
- 4350 ~ 4366