A bivariate gamma mixture distribution |
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| Authors: | G. Jones C. D. Lai J.C.W. Rayner |
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| Affiliation: | 1. Institure of Information and Technology , Massey University, Private Bag, Palmerston North, 11222, New Zealand;2. SchooI of Mathematics and Applied Statistics , University of Wollongong , Wollongong, NSW, Australia |
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| Abstract: | In this paper we construct a bivariate gamma mixture distribution by allowing the scale parameters of the two marginals to have a generalized Bernoulli distribution. We study the statistical properties of this distribution and discuss the estimation of the parameters. The distribution is then fitted to two bivariate data sets. Data on the age and lactation period of cows are described well by the proposed model, but it fails to fit Johansen's bean data properly because of theoretical constraints on the correlation. |
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| Keywords: | mixing proportion generalized Bernoulli correlation EM algorithm |
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