ON GENERALIZED SARMANOV BIVARIATE DISTRIBUTIONS

Year 2011, Volume: 01 Issue: 1, 86 - 97, 01.06.2011

Ismihan Bairamov Banu Altinsoy G. Jay Kerns

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

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• Ismihan Bairamov is presently Professor of Mathematics and Statistics and Dean of Faculty of Arts and Sciences, Izmir University of Economics, Turkey. He graduated from Faculty of Applied Mathematics of Azerbaijan