Baker- Lin-Huang type Bivariate distributions based on order statistics

Details Baker- Lin-Huang type Bivariate distributions based on order statistics Baker- Lin-Huang type Bivariate distributions based on order statistics

2011-03-23

arxiv.org/abs/1103.4464v1

Mathematics

Statistics Theory

Scientific paper

Baker (2008) introduced a new class of bivariate distributions based on distributions of order statistics from two independent samples of size n. Lin-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 Frech\'et upper bound, as n increases to infinity. Bairamov and Bayramoglu (2011) investigated a new class of bivariate distributions constructed by using Baker's model and distributions of order statistics from dependent random variables, allowing high correlation than that of Baker's distribution. In this paper a new class of Baker's type bivariate distributions with high correlation are constructed on the base of distributions of order statistics by using an arbitrary continuous copula instead of the product copula. Keywords: Bivariate distribution function, FGM distributions, copula, positive quadrant dependent, negative quadrant dependent, order statistics, Pearson's correlation coefficient.

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