A01=Dominique Drouet
A01=Samuel Kotz
Author_Dominique Drouet
Author_Samuel Kotz
Category=PBT
Category=PBWL
Copulas
Correlation
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Farlie-Gumbel-Morgenstern Models of Dependence
FarlieAcAEURA"GumbelAcAEURA"Morgenstern Models of Dependence
Farlie–Gumbel–Morgenstern Models of Dependence
Independence
Stochastic Ordering
Product details
- ISBN 9781860942648
- Publication Date: 24 Apr 2001
- Publisher: Imperial College Press
- Publication City/Country: GB
- Product Form: Hardback
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The concept of dependence permeates the Earth and its inhabitants in a most profound manner. Examples of interdependent meteorological phenomena in nature and interdependence in the medical, social, and political aspects of our existence, not to mention the economic structures, are too numerous to be cited individually. Moreover, the dependence is obviously not deterministic but of a stochastic nature. However, it seems that none of the departments of statistics, engineering, economics and mathematics in the academic institutions throughout the world offer courses dealing with dependence concepts and measures.This book can thus be viewed as an attempt to remedy the situation, and it has been written for a graduate course or a seminar on correlation and dependence concepts and measures. A modest background in mathematical statistics and probability and integral calculus is required. The book is not a full-scale expedition up another statistical Alp. Rather, it is a tour over a somewhat neglected but important terrain. The chapter on correlation is written for a layman.
