On generalized Sarmanov bivariate distributions

A class of bivariate distributions which generalizes the Sarmanov class is introduced. This class possesses a simple analytical form and desirable dependence properties. The admissible range for association parameter for given bivariate distributions are derived and the range for correlation coeffic...

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Bibliographic Details
Published in:TWMS journal of applied and engineering mathematics 2011-01, Vol.1 (1), p.86-97
Main Authors: Bairamov, I, Altinsoy, B. "Yagci", Kerns, G. Jay
Format: Article
Language:English
Subjects:
Analysis
Correlation coefficients
Distribution (Probability theory)
Mathematical analysis
Mathematics
Parameters
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Summary:A class of bivariate distributions which generalizes the Sarmanov class is introduced. This class possesses a simple analytical form and desirable dependence properties. The admissible range for association parameter for given bivariate distributions are derived and the range for correlation coefficients are also presented.
ISSN:2146-1147
2146-1147