• Title/Summary/Keyword: F-G-M bivariate distribution

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A NEW FAMILY OF NEGATIVE QUADRANT DEPENDENT BIVARIATE DISTRIBUTIONS WITH CONTINUOUS MARGINALS

  • Han, Kwang-Hee
    • Journal of the Chungcheong Mathematical Society
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    • v.24 no.4
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    • pp.795-805
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    • 2011
  • In this paper, we study a family of continuous bivariate distributions that possesses the negative quadrant dependence property and the generalized negatively quadrant dependent F-G-M copula. We also develop the partial ordering of this new parametric family of negative quadrant dependent distributions.

ON THE LIMIT BEHAVIOR OF EXTENDED NEGATIVE QUADRANT DEPENDENCE

  • Baek, Jong-Il;Lee, Gil-Hwan
    • Honam Mathematical Journal
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    • v.32 no.4
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    • pp.689-699
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    • 2010
  • 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.