A new family of positive quadrant dependent bivariate distributions

被引：51
|
作者：
Lai, CD
Xie, M
机构：
[1] Massey Univ, Inst Informat Sci & Technol, Palmerston North 117548, New Zealand
[2] Natl Univ Singapore, Dept Ind & Syst Engn, Singapore, Singapore
来源：
STATISTICS & PROBABILITY LETTERS | 2000年 / 46卷 / 04期
关键词：
bivariate distribution; bivariate dependence ordering; F-G-M copula; positive quadrant dependent;
D O I：
10.1016/S0167-7152(99)00122-4
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Positive quadrant dependence (PQD) is a notion of bivariate dependence between two positively dependent random variables. Starting from the uniform representation of the Farlie-Gumbel-Morgenstern bivariate distribution, we derive and study a family of continuous bivariate distributions that possesses the PQD property. In particular, we show that this new parametric family of distributions can be ordered in the so-called "PQD order". (C) 2000 Elsevier Science B.V. All rights reserved.
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页码：359 / 364
页数：6
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