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Modifications of the Farlie-Gumbel-Morgenstern distributions. A tough hill to climb

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Abstract.

Polynomial-type single parameter extensions of the Farlie-Gumbel Morgenstern bivariate distributions are studied. It is shown that by means of these structures the positive correlation between the marginal distributions can be increased up to ≈.39 while the maximal negative correlation remains .

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Authors and Affiliations

  1. Department of Mathematics and Statistics, Guelph University, Ontario Canada N1G 2W1 (e-mail: jhuang@msnet.mathstat.uoguelph.ca), , , , , , CA

    J. S. Huang

  2. Department of Operations Research, The George Washington University, Washington, DC 20052, USA (e-mail: kotz@seas.gwu.edu), , , , , , US

    Samuel Kotz

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  1. J. S. Huang
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  2. Samuel Kotz
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Received: May 1998

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Huang, J., Kotz, S. Modifications of the Farlie-Gumbel-Morgenstern distributions. A tough hill to climb. Metrika 49, 135–145 (1999). https://doi.org/10.1007/s001840050030

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  • DOI: https://doi.org/10.1007/s001840050030

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