Results 121 to 130 of about 187 (166)

Concomitants of Generalized Order Statistics from Farlie-Gumbel-Morgenstern Distributions

open access: yes, 2004
Beg, M.I.   +2 more
openaire   +1 more source

On some generalized farlie-gumbel-morgenstern distributions

Communications in Statistics, 1975
A multivariate generalization of the farlie-Gumbel-Morgenstern bivariate system of distribution is described. Certain properties, particularly those concerning orthant dependence, are investigated.
Johnson, Norman L., Kotz, Samuel
exaly   +3 more sources

Aspects of Dependence in Generalized Farlie-Gumbel-Morgenstern Distributions

Communications in Statistics Part B: Simulation and Computation, 2011
In this article, we obtained a dependence measure for generalized Farlie-Gumbel-Morgenstern (FGM) family in view of Kochar and Gupta (1987) and then compared this measure with Spearman's rho and Kendall's tau in FGM family. Moreover, we evaluated the empirical power of the class of distribution-free tests proposed by Kochar and Gupta (1987, 1990) based
Hadi Jabbari, G R Mohtashami Borzadaran
exaly   +2 more sources

New generalized Farlie-Gumbel-Morgenstern distributions and concomitants of order statistics

Journal of Applied Statistics, 2001
We consider a generalization of the bivariate Farlie-Gumbel-Morgenstern (FGM) distribution by introducing additional parameters. For the generalized FGM distribution, the admissible range of the association parameter allowing positive quadrant dependence property is shown.
S Kotz
exaly   +2 more sources

On concomitants of order statistics arising from the extended Farlie–Gumbel–Morgenstern bivariate logistic distribution and its application in estimation

Statistical Methodology, 2015
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
P Yageen Thomas
exaly   +2 more sources

Extended Farlie-Gumbel-Morgenstern Bivariate Bilal Distribution

Journal of the Indian Society for Probability and Statistics, 2022
Irshad M R, R Maya, Maya R
exaly   +2 more sources

Correlation structure in iterated Farlie-Gumbel-Morgenstern distributions

Biometrika, 1984
In this note we determine the natural parameter space of the iterated Farlie-Gumbel-Morgenstern distribution, and thereby show that the maximum correlation is higher than was previously known. We also show that just one single iteration can result in tripling the covariance for certain marginals. Finally, we show that there exist no marginals for which
Huang, J. S., Kotz, Samuel
openaire   +1 more source

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

Metrika, 1999
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Huang, J. S., Kotz, Samuel
openaire   +2 more sources

Concomitants of Generalized Order Statistics Under the Generalization of Farlie–Gumbel–Morgenstern- Type Bivariate Distributions

Bulletin of the Iranian Mathematical Society, 2020
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Mohamed A. Abd Elgawad   +2 more
openaire   +3 more sources

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