Baker-Lin-Huang Type Bivariate Distributions Based on Order Statistics


Bayramoglu K. , Bayramoglu (Bairamov) I.

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, cilt.43, ss.1992-2006, 2014 (SCI İndekslerine Giren Dergi) identifier identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 43
  • Basım Tarihi: 2014
  • Doi Numarası: 10.1080/03610926.2013.775301
  • Dergi Adı: COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
  • Sayfa Sayıları: ss.1992-2006

Özet

Baker (2008) introduced a new class of bivariate distributions based on distributions of order statistics from two independent samples of size n. Lin and Huang (2010) discovered an important property of Baker's distribution and showed that the Pearson's correlation coefficient for this distribution converges to maximum attainable value, i.e., the correlation coefficient of the Frechet upper bound, as n increases to infinity. Bairamov and Bayramoglu (2013) investigated a new class of bivariate distributions constructed by using Baker's model and distributions of order statistics from dependent random variables, allowing higher correlation than that of Baker's distribution. In this article, a new class of Baker's type bivariate distributions with high correlation are constructed based on distributions of order statistics by using an arbitrary continuous copula instead of the product copula.