A new family of positive quadrant dependent bivariate distributions

Statistics and Probability Letters

Volumn 46, Issue 4, 2000, Pages 359-364

  Lai, C D ^a   Xie, M ^b  

^a MASSEY UNIVERSITY   (New Zealand)

^b NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

Author keywords

Bivariate dependence ordering; Bivariate distribution; F G M copula Positive quadrant dependent

Indexed keywords

EID: 0012062920     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-7152(99)00122-4     Document Type: Article

References (12)

1. Barlow, R.E., Proschan, F., 1981. Statistical Theory of Reliability and Life Testing: Probability Models. To Begin With, Silver Spring, MD.
2. Cook R.D., Johnson M.E. Generalized Burr-Pareto-Logistic distributions with applications to a uranium exploration data set. Technometrics. 28:1986;123-131.
3. Delahorra J., Fernandez C. Sensitivity to prior independence via Farlie-Gumbel-Morgenstern model. Comm. Statist. Theory Methods. 24(4):1995;987-996.
4. Farlie D.J.G. The performance of some correlation coefficient for a general bivariate distribution. Biometrika. 47:1960;307-323.
5. Hutchinson, T.P., Lai, C.D., 1990. Continuous Bivariate Distributions, Emphasising Applications. Rumsby Scientific Publishing, Adelaide, Australia.
6. Joe, H., 1997. Multivariate Models and Dependence Concepts. Chapman & Hall, New York.
7. Johnson, N.L., Kotz, S., 1972. Distributions in Statistics: Continuous Multivariate Distributions. Wiley, New York.
8. Kimedorf G., Sampson A.R. Positive dependence orderings. Ann. Inst. Statist. Math. 21:1987;113-128.
9. Lehmann E.L. Some concepts of dependence. Ann. Math. Statist. 37:1966;1137-1153.
10. Nelsen R.B. On measures of association as measures of positive dependence. Statist. Probab. Lett. 14(4):1992;269-274.
11. Nelsen, R.B., 1999. An Introduction to Copulas. Springer, New York.
12. Tolley H.D., Norman J.E. Time on trial estimates with bivariate risks. Biometrika. 66(2):1979;285-291.