New generalized Farlie-Gumbel-Morgenstern distributions and concomitants of order statistics

I. Bairamov, S. Kotz and M. Bekci

Journal of Applied Statistics, 2001, vol. 28, issue 5, 521-536

Abstract: We consider a generalization of the bivariate Farlie-Gumbel-Morgenstern (FGM) distribution by introducing additional parameters. For the generalized FGM distribution, the admissible range of the association parameter allowing positive quadrant dependence property is shown. Distributional properties of concomitants for this generalized FGM distribution are studied. Recurrence relations between moments of concomitants are presented.

Date: 2001
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DOI: 10.1080/02664760120047861

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