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A new family of positive quadrant dependent bivariate distributions

C. D. Lai and M. Xie

Statistics & Probability Letters, 2000, vol. 46, issue 4, 359-364

Abstract: Positive quadrant dependence (PQD) is a notion of bivariate dependence between two positively dependent random variables. Starting from the uniform representation of the Farlie-Gumbel-Morgenstern bivariate distribution, we derive and study a family of continuous bivariate distributions that possesses the PQD property. In particular, we show that this new parametric family of distributions can be ordered in the so-called "PQD order".

Keywords: Bivariate; distribution; Bivariate; dependence; ordering; F-G-M; copula; Positive; quadrant; dependent (search for similar items in EconPapers)
Date: 2000
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Citations: View citations in EconPapers (11)

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