Constructing a bivariate distribution with specific marginals and correlation has been a challenging problem since 1930s. In this survey we shall focus on the recent developments on the FGM-related distributions, including Sarmanov and Lee’s distributions, Baker’s distributions and Bayramoglu’s distributions. This complements the most recent works of (i) the review by Sarabia and Gómez-Déniz (2008, SORT) and (ii) the monograph by Balakrishnan and Lai (2009, Springer). Some new results are provided. Mathematics Subject Classification (2000): 62H20; 62H86; 62G30; 60E05; 62E10.
|ジャーナル||Journal of Statistical Distributions and Applications|
|出版ステータス||Published - 2014 12 1|
ASJC Scopus subject areas
- Statistics and Probability
- Computer Science Applications
- Statistics, Probability and Uncertainty