Dependence structure and symmetry of Huang–Kotz Farlie–Gumbel–Morgenstern (FGM) distributions and their extensions

Dependence structure and symmetry of Huang–Kotz Farlie–Gumbel–Morgenstern (FGM) distributions and their extensions

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Article ID: iaor20032563
Country: Germany
Volume: 56
Issue: 1
Start Page Number: 55
End Page Number: 72
Publication Date: Jan 2002
Journal: Metrika
Authors: ,
Abstract:

An extension of FGM class of bivariate distributions with given marginals is presented. For Huang–Kotz FGM distributions some theorems characterizing symmetry and conditions for independence are obtained. The new family of distributions allows us to achieve correlation between the components greater than 0.5.

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