A note on the Sarmanov bivariate distributions

作者：Huang J S; Lin G D^*

来源：Applied Mathematics and Computation, 2011, 218(3): 919-923.

DOI：10.1016/j.amc.2011.01.087

• Maximum correlation
• FGM distribution
• Sarmanov bivariate distribution
• Characterization
• Chi-square divergence

We investigate the maximum correlation for Sarmanov bivariate distributions with fixed marginals and strengthen the existing results in the literature. The improvement in the maximum correlation is significant. A characterization of the Sarmanov distribution via chi-square divergence is also given. This extends Nelsen [13] result about the Farlie-Gumbel-Morgenstern (FGM) distribution.

• 出版日期2011-10-1
• 单位中国科学院