ON GENERALIZED SARMANOV BIVARIATE DISTRIBUTIONS

Abstract

A class of bivariate distributions which generalizes the Sarmanov class is introduced. This class possesses a simple analytical form and desirable dependence properties. The admissible range for association parameter for given bivariate distributions are derived and the range for correlation coefficients are also presented.

Keywords

• Sarmanov class of bivariate distributions,range for association parameter,correlation coefficient

References

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