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http://dx.doi.org/10.5831/HMJ.2010.32.4.689

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)

Publication Information

Honam Mathematical Journal / v.32, no.4, 2010 , pp. 689-699 More about this Journal

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.

Keywords

Extended negative quadrant dependent; F-G-M bivariate distribution; Convex combination;

Citations & Related Records

Reference

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