1981•Communication in Statistics- Theory and MethodsRequires access
A continuous general multivariate distribution and its properties
Carles M. Cuadras, Joan Augé
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Abstract
Starting from two known continuous univariate distributions, a bivariate distribution is constructed depending on a parameter which measures the degree of stochastic dependence between the two random variables. From the foregoing construction we then pass to a multivariate-type distribution, constructed using only univariate distributions and an association matrix. Some properties of the multivariate and bivariate case are studied.