Title of article :
Properties of measures of association within an extended FGM
Author/Authors :
AL-Challabi, Hawraa A Department of Mathematics - Faculty of Education - University of Kufa, Iraq , Rasoul, Noor N General Directorate of Education in Najaf, Iraq , AL-Adilee, Ahmed Department of Mathematics - Faculty of Education - University of Kufa, Iraq
Abstract :
In this paper, we propose an extension to the bivariate FGM copula within a polynomial function
of degree one. The desired extension depends on the modification that was shown by Sriboonchitta-
Kreinovich [13]. We also illustrate a general form of such extension with degree n. We examine various
necessary and sufficient conditions which prove that the illustrated function within the extension is
the copula. Eventually, we present several calculations of the most popular dependencies within the
proposed FGM copula of degree one.
Keywords :
Copulas , Distribution functions , FGM copula family , Nonparametric measures
Journal title :
International Journal of Nonlinear Analysis and Applications