POSITIVELY QUADRANT DEPENDENT BIVARIATE DISTRIBUTIONS WITH GIVEN MARGINALS

Authors

  • József REIMANN

Abstract

Several measures for dependence of two random variables are investigated in the case of given marginals and assuming positively quadrant dependence. Beyond known quantities (Spearman, Pearson correlation coefficient. etc.) new measures are introduced here and compared with the others. Approximate values of P.Q.D. bivariate distributions are calculated. A practical application in the hydrology of flood peaks is included.

Keywords:

positively quadrant dependence, bivariate distributions, approximate values

Citation data from Crossref and Scopus

Crossref
Scopus
Google Scholar
Europe PMC

How to Cite

REIMANN, J. “POSITIVELY QUADRANT DEPENDENT BIVARIATE DISTRIBUTIONS WITH GIVEN MARGINALS ”, Periodica Polytechnica Civil Engineering, 36(4), pp. 407–420, 1992.

Issue

Vol. 36 No. 4 (1992)

Section

Research Article