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A new measure of linear local dependence |
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| Authors: | Ismihan Bairamov Samuel Kotz Tomasz Kozubowski |
| Institution: | 1. Department of Mathematics , Izmir University of Economics , Sakarya Caddesi 156, Izmir, 35330, Turkey;2. Dept. of Engineering Management and Systems Engineering, School of Engineering and Applied Science , George Washington University , 1776/G Street, N.W., Washington DC, 20052, USA;3. Dept. of Mathematics/084 , University of Nevada , Reno, NV, 89557-0045, USA |
| Abstract: | A new local dependence function based on regression concepts is introduced. This function can characterize the dependence structure of two random variables localized at the fixed point. Some properties of the local dependence function are given. Examples of important bivariate distributions are provided. |
| Keywords: | Association Bivariate Distribution Correlation Dependence |