Browsing by Author "Kotz, S"

Now showing 1 - 3 of 3

Citation - WoS: 77
Citation - Scopus: 83
Dependence Structure and Symmetry of Huang-Kotz Fgm Distributions and Their Extensions
(Physica-Verlag Gmbh & Co, 2002) Bairamov I.; Kotz, S
An extension of FGM class of bivariate distributions with given marginals is presented. For Huang-Kotz FGM distributions some theorems characterizing symmetry and conditions for independence are obtained. The new family of distributions allows us to achieve correlation between the components greater than 0.5.
Citation - WoS: 20
Citation - Scopus: 23
A New Measure of Linear Local Dependence
(Taylor & Francis Ltd, 2003) Bairamov, I; Kotz, S; Kozubowski, TJ
A new local dependence function based on regression concepts is introduced. This function can characterize the dependence structure of two random variables localized at the fixed point. Some properties of the local dependence function are given. Examples of important bivariate distributions are provided.
Citation - WoS: 19
Citation - Scopus: 20
The Sarmanov Family and Its Generalization
(South African Statistical Assoc, 2001) Bairamov, I; Kotz, S; Gebizlioglu, OL
A general class of bivariate distributions is introduced. This class includes the so-called San-nanov-Lee class (and consequently the Farlie-Gumbel-Morgenstern class). It is shown that using procedures described in the paper it is possible to construct distributions of the FGM form for which the correlation coefficient between the marginals can achieve values close to +/-0.6.