Characterization of symmetry and exceedance models in multivariate FGM distributions
نویسنده
چکیده
The set of dependent random variables with multivariate FarlieGumbel-Morgenstern (FGM) distribution is considered. For the simple multivariate FGM distributions the admissible range of association parameters are investigated. Distributional properties of some exceedance statistics of finite FGM sequences with respect to a random threshold are studied. Some results characterizing symmetry of the generalized simple FGM distributions through the properties of ranks are presented. AMS 1991 subject classifications: 60G70, 60E05
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