The maximum distribution of Kibble's bivariate gamma random vector

Bara Kim, Jeongsim Kim

Research output: Contribution to journalArticlepeer-review

1 Citation (Scopus)


Bivariate gamma distribution (BGD) can be used in hydrology, stochastic modeling and reliability theory. We derive the Laplace–Stieltjes transform of the distribution of max{Y1,Y2} when a random vector (Y1,Y2) follows Kibble's BGD with integral shape parameter. This is achieved by showing that max{Y1,Y2} has the same distribution as the first passage time of a continuous time Markov process.

Original languageEnglish
Pages (from-to)392-396
Number of pages5
JournalOperations Research Letters
Issue number4
Publication statusPublished - 2017 Jul


  • Downton's bivariate exponential distribution
  • First passage time
  • Kibble's bivariate gamma distribution

ASJC Scopus subject areas

  • Software
  • Management Science and Operations Research
  • Industrial and Manufacturing Engineering
  • Applied Mathematics


Dive into the research topics of 'The maximum distribution of Kibble's bivariate gamma random vector'. Together they form a unique fingerprint.

Cite this