ISSN:
1436-3259
Keywords:
Bivariate density
;
dependence structure
;
correlation coefficient
;
Farlie-Gumbel-Morgenstern density
;
Farlie polynomial density
Source:
Springer Online Journal Archives 1860-2000
Topics:
Architecture, Civil Engineering, Surveying
,
Energy, Environment Protection, Nuclear Power Engineering
,
Geography
,
Geosciences
Notes:
Abstract Certain bivariate densities constructed from marginals have recently been suggested as models of hydrologic variates such as rainfall intensity and depth. It is pointed out that (i) these densities belong to the families of the Farlie-Gumbel-Morgenstern densities and the Farlie polynomial densities, which have been extensively studied in the statistical literature, and that (ii) these densities have a limited potential applicability in hydrology since they can model only weakly associated variates, whose product-moment correlationR is within the range |R|≤1/3, under the first family of densities, and |R|≤1/2 under the second family.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF01581674
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