Multiple square tray distributions

Samuel Kotz, Hong-Bin Fang and Gang Wei

Statistics & Probability Letters, 2002, vol. 59, issue 2, 195-207

Abstract: Square tray distributions have been studied by Johson and Kotz (Statist. Probab. Lett. 42 (1999) 157). As an extension, multiple square tray distributions are considered in this paper. These distributions are simple in the sense that there are only three different levels of the probability density function; they lead, however, to more complicated and revealing formulae for measures of dependence.

Keywords: Copulas; Measures; of; dependence; Uncorrelatedness; Uniform; marginals (search for similar items in EconPapers)
Date: 2002
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