A bimatrix variate gamma distribution

Abstract

In this article, a bimatrix gamma distributions is introduced. Various mathematical properties of the proposed distribution like marginal distributions, expected values, entropies, and moment generating function are derived. Also, distributions of sum, quotient, and product are investigated. Parameter estimation by the method of maximum likelihood is considered. A simulation study is performed to check the finite sample performance of the maximum likelihood estimators.

Keywords

• Bimatrix gamma distribution
• Maximum likelihood
• Moment-generating function
• Zonal polynomial