MULTIVARIATE GAMMA DISTRIBUTIONBASED ON LINEAR RELATIONSHIP

摘要

The gamma distribution is one example of skewed distribution that is used to model applied problems and to find estimates. Its multivariate form has generated a lot of interest, and is a concern to many researchers. In this paper, we use the Laplace transform technique to characterize the multivariate gamma distribution. We motivate a multivariate gamma distribution model from a linear relationship with respect to a specific distribution, capturing the Marshall Olkin idea of non zero probability of simultaneous occurrence.