A new family of positive quadrant dependent bivariate distributions
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".
Year of publication: |
2000
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Authors: | Lai, C. D. ; Xie, M. |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 46.2000, 4, p. 359-364
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Publisher: |
Elsevier |
Keywords: | Bivariate distribution Bivariate dependence ordering F-G-M copula Positive quadrant dependent |
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