The Sarmanov family and its generalization

Bairamov I., Kotz S., Gebizlioglu O.

SOUTH AFRICAN STATISTICAL JOURNAL, vol.35, no.2, pp.205-224, 2001 (SCI-Expanded) identifier identifier

  • Publication Type: Article / Article
  • Volume: 35 Issue: 2
  • Publication Date: 2001
  • Journal Name: SOUTH AFRICAN STATISTICAL JOURNAL
  • Journal Indexes: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Page Numbers: pp.205-224
  • Keywords: admissible range, bivariate distribution, correlation structure, Farlie-Gumbel-Morgenstern class of distribution, Sarmanov class, GUMBEL-MORGENSTERN DISTRIBUTIONS, BIVARIATE DISTRIBUTIONS
  • Ankara University Affiliated: No

Abstract

A general class of bivariate distributions is introduced. This class includes the so-called San-nanov-Lee class (and consequently the Farlie-Gumbel-Morgenstern class). It is shown that using procedures described in the paper it is possible to construct distributions of the FGM form for which the correlation coefficient between the marginals can achieve values close to +/-0.6.