POSITIVELY QUADRANT DEPENDENT BIVARIATE DISTRIBUTIONS WITH GIVEN MARGINALS

Abstract

Several measures for the 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.) three new measures are introduced and compared with the others. In detail are investigated the I.-dependent yariables (Konijn) moreoyer a special type of bivariate distributions: a practical application in the hydrology of flood peaks is included.