On a general structure of the bivariate FGM type distributions

Sayed Mohsen Mirhosseini; Mohammad Amini; Ali Dolati

Applications of Mathematics (2015)

  • Volume: 60, Issue: 1, page 91-108
  • ISSN: 0862-7940

Abstract

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In this paper, we study a general structure for the so-called Farlie-Gumbel-Morgenstern (FGM) family of bivariate distributions. Through examples we show how to use the proposed structure to study dependence properties of the FGM type distributions by a general approach.

How to cite

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Mirhosseini, Sayed Mohsen, Amini, Mohammad, and Dolati, Ali. "On a general structure of the bivariate FGM type distributions." Applications of Mathematics 60.1 (2015): 91-108. <http://eudml.org/doc/262144>.

@article{Mirhosseini2015,
abstract = {In this paper, we study a general structure for the so-called Farlie-Gumbel-Morgenstern (FGM) family of bivariate distributions. Through examples we show how to use the proposed structure to study dependence properties of the FGM type distributions by a general approach.},
author = {Mirhosseini, Sayed Mohsen, Amini, Mohammad, Dolati, Ali},
journal = {Applications of Mathematics},
keywords = {copula; dependence; FGM family; measure of association; copula; FGM family; dependence measure},
language = {eng},
number = {1},
pages = {91-108},
publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},
title = {On a general structure of the bivariate FGM type distributions},
url = {http://eudml.org/doc/262144},
volume = {60},
year = {2015},
}

TY - JOUR
AU - Mirhosseini, Sayed Mohsen
AU - Amini, Mohammad
AU - Dolati, Ali
TI - On a general structure of the bivariate FGM type distributions
JO - Applications of Mathematics
PY - 2015
PB - Institute of Mathematics, Academy of Sciences of the Czech Republic
VL - 60
IS - 1
SP - 91
EP - 108
AB - In this paper, we study a general structure for the so-called Farlie-Gumbel-Morgenstern (FGM) family of bivariate distributions. Through examples we show how to use the proposed structure to study dependence properties of the FGM type distributions by a general approach.
LA - eng
KW - copula; dependence; FGM family; measure of association; copula; FGM family; dependence measure
UR - http://eudml.org/doc/262144
ER -

References

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