Honam Mathematical Journal (호남수학학술지)

The Honam Mathematical Society (호남수학회)
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ON THE LIMIT BEHAVIOR OF EXTENDED NEGATIVE QUADRANT DEPENDENCE

  • Baek, Jong-Il (Division of Mathematics Informational Statistics, and Institute of Basic Natural Science, Wonkwang University) ;
  • Lee, Gil-Hwan (Division of Mathematics Informational Statistics, and Institute of Basic Natural Science, Wonkwang University)
  • Received : 2010.08.13
  • Accepted : 2010.11.19
  • Published : 2010.12.25
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Abstract

We discuss in this paper the notions of extended negative quadrant dependence and its properties. We study a class of bivariate uniform distributions having extended negative quadrant dependence, which is derived by generalizing the uniform representation of a well-known Farlie-Gumbel-Morgenstern distribution. Finally, we also study the limit behavior on the extended negative quadrant dependence.

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References

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