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A note on the Sarmanov bivariate distributions |
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| Authors: | JS Huang GD Lin |
| Institution: | Department of Mathematics and Statistics, University of Guelph, Ontario, N1G 2W1, Canada Institute of Statistical Science, Academia Sinica, Taipei 11529, Taiwan, ROC |
| Abstract: | 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. |
| Keywords: | Maximum correlation FGM distribution Sarmanov bivariate distribution Characterization Chi-square divergence |
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