Computation of bivariate gamma and inverted beta distribution functions. (English)
J. Stat. Comput. Simulation 51, No.2-4, 153-163 (1995).
Summary: This paper considers the evaluation of the bivariate gamma distributions of Wicksell and Kibble [see {\it W. F. Kibble}, Sankyā 5, 137-150 (1941)] and a bivariate inverted beta distribution. Simple expansions of the distribution functions in terms of marginal quantities and negative binomial probabilities are derived.