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FIMXII-SCMA2005@AUBURN, Twelfth Annual International Conference on Statistics, Combinatorics, Mathematics and Applications
December 2-4, 2005
Auburn University
Auburn, Alabama, USA

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Forum for Interdisciplinary Mathematics

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A General Family of Multivariate Gamma Distributions
by
Norou Diawara
Department of Mathematics and Statistics, Auburn University
Coauthors: Mark Carpenter and Yi Han, Department of Mathematics and Statistics, Auburn University

In this paper, we provide a general multivariate gamma distribution with specified gamma marginal distributions. This general class contains both the Marshall-Olkin type of distributions with a positive probability mass on a set of measure zero and distributions that are absolutely continuous on the sample space. Maximum likelihood estimators are developed in the bivarate case and applied to real environmental data.

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Date received: September 23, 2005

Copyright © 2005 by the author(s). The author(s) of this document and the organizers of the conference have granted their consent to include this abstract in Atlas Conferences Inc. Document # caqt-88.