© 1978 by Biometrika Trust
MISCELLANEA |
Correlation structure in Farlie-Gumbel-Morgenstern distributions
Department of Statistics, Southern Methodist University Dallas, Texas
Several measures of dependence are examined for the Farlie-Gumbel-Morgenstern system, F, of joint distributions. Some bounds and relationships are shown for product-moment correlation coefficients and rank correlation coefficients. While the F system is an interesting construction for specified marginals, it is limited to describing weak dependence. A quality control application using a related screening variable is given.
Key Words: Distribution-free Grade correlation Rank correlation Regression Screening variable Specified marginal