
























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 Frechét 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.
此内容由惯性聚合(RSS阅读器)自动聚合整理,仅供阅读参考。 原文来自 — 版权归原作者所有。