| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 4630653 | Applied Mathematics and Computation | 2011 | 5 Pages |
Abstract
We investigate the maximum correlation for Sarmanov bivariate distributions with fixed marginals and strengthen the existing results in the literature. The improvement in the maximum correlation is significant. A characterization of the Sarmanov distribution via chi-square divergence is also given. This extends Nelsen [13] result about the Farlie-Gumbel-Morgenstern (FGM) distribution.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
J.S. Huang, G.D. Lin,