FISHER INFORMATION MATRIX FOR CROVELLI'S AND GAMMA BETA II BIVARIATE DISTRIBUTIONS

In this paper, a system of nonlinear equations for the maximum likelihood estimators as wel as the exact forms of the Fisher information matrix for Crovelli's bivariate gamma distribution and bivariate gamma beta distribution of the second kind are determined. An application of the results to the rainfall data from the city of Passo Fundo are provided.

A Bivariate Gamma Distribution Whose Marginals are Finite Mixtures of Gamma Distributions

In this article a new bivariate distribution, whose both the marginals are finite mixture of gamma distribution has been defined. Several of its properties such moments, correlation coefficients, measure of skewness, moment generating function, Renyi and Shannon entropies have been derived. Simulation study have been conducted to evaluate the performance of maximum likelihood method.