Dependence structure and symmetry of Huang-Kotz FGM distributions and their extensions
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چکیده
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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تاریخ انتشار 2002