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A New Bivariate Gamma Distribution
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Abstract
Following Nadarajah [1], we introduce a new bivariate correlated type Gamma distribution, whose joint density is expressed in two parts. Expressions for single and joint moments of the variates are derived. Bivariate Correlated Wishart density follows on similar lines.
KeywordsGamma DistribuionCorrelated Gamma VariatesMomentsGauss’ Hypergeometric Series
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