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Constructions for a bivariate beta distribution

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  • Olkin, Ingram
  • Trikalinos, Thomas A.

Abstract

We provide a new bivariate distribution with beta marginal distributions, positive probability over the unit square, and correlations over the full range. We discuss its extension to three or more dimensions.

Suggested Citation

  • Olkin, Ingram & Trikalinos, Thomas A., 2015. "Constructions for a bivariate beta distribution," Statistics & Probability Letters, Elsevier, vol. 96(C), pages 54-60.
    • Handle: RePEc:eee:stapro:v:96:y:2015:i:c:p:54-60
    DOI: 10.1016/j.spl.2014.09.013
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    References listed on IDEAS

    as
    1. Danaher, Peter J. & Hardie, Bruce G.S., 2005. "Bacon With Your Eggs? Applications of a New Bivariate Beta-Binomial Distribution," The American Statistician, American Statistical Association, vol. 59, pages 282-286, November.
    2. Bibby, Bo Martin & Væth, Michael, 2011. "The two-dimensional beta binomial distribution," Statistics & Probability Letters, Elsevier, vol. 81(7), pages 884-891, July.
    3. Arnold, Barry C. & Tony Ng, Hon Keung, 2011. "Flexible bivariate beta distributions," Journal of Multivariate Analysis, Elsevier, vol. 102(8), pages 1194-1202, September.
    4. Olkin, Ingram & Liu, Ruixue, 2003. "A bivariate beta distribution," Statistics & Probability Letters, Elsevier, vol. 62(4), pages 407-412, May.
    5. Saralees Nadarajah, 2007. "A new bivariate beta distribution with application to drought data," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(2), pages 153-174.
    6. David L. Libby & Melvin R. Novick, 1982. "Multivariate Generalized Beta Distributions with Applications to Utility Assessment," Journal of Educational and Behavioral Statistics, , vol. 7(4), pages 271-294, December.
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    Cited by:

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