The Sarmanov family and its generalization

Bairamov I., Kotz S., Gebizlioglu O.

SOUTH AFRICAN STATISTICAL JOURNAL, cilt.35, sa.2, ss.205-224, 2001 (SCI-Expanded, Scopus) identifier identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 35 Sayı: 2
  • Basım Tarihi: 2001
  • Dergi Adı: SOUTH AFRICAN STATISTICAL JOURNAL
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Sayfa Sayıları: ss.205-224
  • Anahtar Kelimeler: admissible range, bivariate distribution, correlation structure, Farlie-Gumbel-Morgenstern class of distribution, Sarmanov class, GUMBEL-MORGENSTERN DISTRIBUTIONS, BIVARIATE DISTRIBUTIONS
  • Ankara Üniversitesi Adresli: Hayır

Özet

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.