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Dependence structure and symmetry of Huang-Kotz FGM distributions and their extensions

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Abstract.

An extension of FGM class of bivariate distributions with given marginals is presented. For Huang-Kotz FGM distributions some theorems characterizing symmetry and conditions for independence are obtained. The new family of distributions allows us to achieve correlation between the components greater than 0.5.

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Authors and Affiliations

  1. Department of Mathematics, Izmir University of Economics, 35330, Balcova, Izmir, Turkey (e-mail: bayramov@science.ankara.edu.tr), , , , , , TR

    Ismihan Bairamov

  2. Department of Engineering Management, The George Washington University, Washington, D.C., 200052, USA (e-mail: kotz@seas.gwu.edu), , , , , , US

    Samuel Kotz

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  1. Ismihan Bairamov
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  2. Samuel Kotz
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Bairamov, I., Kotz, S. Dependence structure and symmetry of Huang-Kotz FGM distributions and their extensions. Metrika 56, 55–72 (2002). https://doi.org/10.1007/s001840100158

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  • DOI: https://doi.org/10.1007/s001840100158

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