On Characterizing Generalized Cambanis Family of Bivariate Distributions
cambanis family, FGM system, characterization, regression functions, conditional expectations
Abstract
In this work we present characterizations of a generalized version of Cambanis family of bivariate distributions. This family contains extensions of the Farlie-Gumbel-Morgenstern system as special cases. The characterizations are by properties of P(X>Y), regression functions and E(XjX > Y) which were found to be useful in many applications.
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References
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2017-02-26
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