CORRELATION STRUCTURE IN FARLIE-GUMBEL-MORGENSTERN DISTRIBUTIONS
成果类型：
Note
署名作者：
SCHUCANY, WR; PARR, WC; BOYER, JE
刊物名称：
BIOMETRIKA
ISSN/ISSBN：
0006-3444
DOI：
10.2307/2335922
发表日期：
1978
页码：
650653
关键词：
摘要：
Several measures of dependence are examined for the Farlie-Gumbel-Morgenstern system, F, of joint distributions. Some bounds and relationships are shown for product-moment correlation coefficients and rank correlation coefficients. While the F system is an interesting construction for specificied marginals, it is limited to describing weak dependence. A quality control application using a related screening variable is given.
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