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Article overview
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Baker- Lin-Huang type Bivariate distributions based on order statistics | | I. Bairamov
; K. Bayramoglu
; | | Date: |
23 Mar 2011 | | Abstract: | Baker (2008) introduced a new class of bivariate distributions based on
distributions of order statistics from two independent samples of size n.
Lin-Huang (2010) discovered an important property of Baker’s distribution and
showed that the Pearson’s correlation coefficient for this distribution
converges to maximum attainable value, i.e. the correlation coefficient of the
Frech’et upper bound, as n increases to infinity. Bairamov and Bayramoglu
(2011) investigated a new class of bivariate distributions constructed by using
Baker’s model and distributions of order statistics from dependent random
variables, allowing high correlation than that of Baker’s distribution. In this
paper a new class of Baker’s type bivariate distributions with high correlation
are constructed on the base of distributions of order statistics by using an
arbitrary continuous copula instead of the product copula.
Keywords: Bivariate distribution function, FGM distributions, copula,
positive quadrant dependent, negative quadrant dependent, order statistics,
Pearson’s correlation coefficient. | | Source: | arXiv, 1103.4464 | | Services: | Forum | Review | PDF | Favorites | |
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