Farlie, "The performance of some correlation coefficients for a general bivariate distribution
," Biometrika, vol.
Let H be a conditional bivariate distribution
function with continuous marginals F and G, and let I be some conditioning set.
 have used the Macdonald distribution to construct a new bivariate distribution
which they call Macdonald-gamma distribution.
A bivariate copula is a bivariate distribution
function with both univariate margins distributed as U (0,1).
(26) The market skewness parameter is estimated simultaneously with the individual stock's skewness parameter and the single degrees of freedom parameter for the bivariate distribution
. Ideally we would prefer to estimate the entire multivariate (3518 dimensions) skew-t distribution simultaneously and thereby get one set of parameters for the market portfolio.
The Clayton copula can be used in this study to construct the bivariate distribution
of drought severity and duration.
Therefore, to the best of the authors' knowledge an analysis of the general bivariate distribution
Nakagami-lognormal with correlated both fading and shadowing and arbitrary fading parameters is novel in the literature.
Nevertheless, homogeneity was achieved in the bivariate distribution
in the three data sets from each of the measuring methods (i.e.
Then [rho] [member of] I and [t.sub.p,v] define the bivariate distribution
function corresponding to [t.sub.v]: