On the construction of bivariate linear exponential distribution with FGM family
M. A. El-Damcese, Dina. A. Ramadan
TL;DR
This paper introduces a new bivariate linear exponential distribution within the FGM family, exploring its properties and statistical characteristics based on given marginals.
Contribution
It proposes a novel FGM-based bivariate linear exponential distribution and analyzes its properties, expanding the understanding of such distributions.
Findings
Distribution properties derived and analyzed
Statistical characteristics studied
Distribution generated from given marginals
Abstract
In this paper we propose a Farlie-Gumbel-Morgenstern (FGM) family of bivariate linear exponential distributions generated from given marginal's. Therefore, properties of FGM are analogous to properties of bivariate distributions. We study some important statistical properties and results for the new distribution.
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Taxonomy
TopicsStatistical Distribution Estimation and Applications · Financial Risk and Volatility Modeling · Probability and Risk Models