Dependence Properties of Iterated Generalized Bivariate Farlie-Gumbel-Morgenstern Distributions.
Abstract
Farlie-Gumbel-MOrgenstern distributions allow for only a limited degree of dependence between the variables. Some modifications, designed to increase dependence, are discussed. It is found that only a limited increase in dependence is feasible with these modifications. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Mar 01, 1977
- Accession Number
- ADA040331
Entities
People
- Norman L. Johnson
- S. Kotz
Organizations
- University of North Carolina at Chapel Hill