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Product Moments of Kibble's Bivariate Gamma Distribution

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Abstract

Kibble's bivariate gamma distribution has been around since the 1940s and has been applied in several areas of electrical and electronic engineering. However, it seems that no explicit expressions for its product moments are available. In this short note, we derive a general expression for the product moments and also provide several particular forms.

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Authors and Affiliations

  1. School of Mathematics, University of Manchester, Oxford Road, Manchester M13 9PL, United Kingdom

    Saralees Nadarajah

  2. Department of Engineering Management and Systems Engineering, The George Washington University, Washington, D.C. 20052, USA

    Samuel Kotz

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  1. Saralees Nadarajah
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  2. Samuel Kotz
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Correspondence to Saralees Nadarajah or Samuel Kotz.

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Nadarajah, S., Kotz, S. Product Moments of Kibble's Bivariate Gamma Distribution. Circuits Syst Signal Process 25, 567–570 (2006). https://doi.org/10.1007/s00034-005-1112-9

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  • DOI: https://doi.org/10.1007/s00034-005-1112-9

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