South African Statistical Journal · 2001 · 16 citations · 0 references
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Natural SciencesMathematicsProbability TheoryStatisticsStochastic ProcessesDensity EstimationJoint DistributionsMultivariate AnalysisMultivariate StatisticsProbability DistributionsBivariate DistributionsMarginal Distributions
A general class of bivariate distributions is introduced. This class includes the so-called Sarmanov-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.