DOI QR코드

DOI QR Code

ON THE LIMIT BEHAVIOR OF EXTENDED NEGATIVE QUADRANT DEPENDENCE

Baek, Jong-Il;Lee, Gil-Hwan

  • Received : 2010.08.13
  • Accepted : 2010.11.19
  • Published : 2010.12.25

Abstract

We discuss in this paper the notions of extended negative quadrant dependence and its properties. We study a class of bivariate uniform distributions having extended negative quadrant dependence, which is derived by generalizing the uniform representation of a well-known Farlie-Gumbel-Morgenstern distribution. Finally, we also study the limit behavior on the extended negative quadrant dependence.

Keywords

Extended negative quadrant dependent;F-G-M bivariate distribution;Convex combination

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