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A versatile bivariate distribution on a bounded domain: Another look at the product moment correlation
Journal of Applied Statistics
The Fairlie-Gumbel-Morgenstern (FGM) family has been investigated in detail for various continuous marginals such as Cauchy, normal, exponential, gamma, Weibull, lognormal and others. It has been a popular model for the bivariate distribution with mild dependence. However, bivariate FGM's with continuous marginals on a bounded support discussed in the literature are only those with uniform or power marginals. In this note we study the bivariate FGM family with marginals given by the recentlydoi:10.1080/0266476022000011247 fatcat:bk57uf6acrhmfgogy3gymon2dq