A Convergent Iterative Procedure for Constructing Bivariate Distributions

Sedigheh Shams
2010 Zenodo  
For many years there has been interest in families of bivariate distributions with the marginals as parameters. Questions of this kind arise if one is to build a stochastic model in a situation where one has some idea about the dependence structure and marginal distributions. In this article, among all bivariate distributions which satisfy the constraints imposed by the known marginals and/or dependence structure, one that has the maximum entropy is obtained by using iterative procedure, and
more » ... e procedure, and its convergence is proved.
doi:10.5281/zenodo.3334170 fatcat:keruwa6l2rf2vhtf4kogccbsdq