The Sarmanov Family and Its Generalization
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Date
2001
Authors
Journal Title
Journal ISSN
Volume Title
Publisher
South African Statistical Assoc
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Abstract
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.
Description
Keywords
admissible range, bivariate distribution, correlation structure, Farlie-Gumbel-Morgenstern class of distribution, Sarmanov class, Gumbel-Morgenstern Distributions, Bivariate Distributions
Fields of Science
Citation
WoS Q
Q4
Scopus Q
Q4
Source
South Afrıcan Statıstıcal Journal
Volume
35
Issue
2
Start Page
205
End Page
224
SCOPUS™ Citations
20
checked on Feb 12, 2026
Web of Science™ Citations
19
checked on Feb 12, 2026
Page Views
1
checked on Feb 12, 2026
