Modifications of the Farlie-Gumbel-Morgenstern distributions. A tough hill to climb

被引：109

作者：

Huang, JS

Kotz, S

机构：

[1] Univ Guelph, Dept Math & Stat, Guelph, ON N1G 2W1, Canada

[2] George Washington Univ, Dept Operat Res, Washington, DC 20052 USA

来源：

METRIKA | 1999年 / 49卷 / 02期

关键词：

dependence; correlation structure; admissible range;

D O I：

10.1007/s001840050030

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Polynomial-type single parameter extensions of the Farlie-Gumbel Morgenstern bivariate distributions are studied. It is shown that by means of these structures the positive correlation between the marginal distributions can be increased up to approximate to.39 while the maximal negative correlation remains -1/3.

引用

页码：135 / 145

页数：11

共 17 条

[1] SENSITIVITY TO PRIOR INDEPENDENCE VIA FARLIE-GUMBEL-MORGENSTERN MODEL [J].