On a general structure of the bivariate FGM type distributions

[摘要] In this paper, we study a general structure for the so-called Farlie-Gumbel-Morgenstern (FGM) family of bivariate distributions. Through examples we show how to use the proposed structure to study dependence properties of the FGM type distributions by a general approach.

[学科分类] 应用数学

[关键词] copula;dependence;FGM family;measure of association