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Bivariate exponential-type distributions with linear regression
Authors:Egmar Rödel
Institution:Humboldt-Universit?t , Unter den Linden 6, Berlin, ORZ, DDR-1086
Abstract:Let Xbe a bivariate exponential-type random vector (BIDLIKAR, PATIL (1968)), than it is proved:

1. If P(X ≥0) = 1 is valid, then Xhas linear regression to both directions if and only if Xpossesses a symmetric Γ-distribution.

2. Xpossesses linear regression to both directions with constant regression coefficients (independent of the parameter vector ? of the exponential-type distribution (BIDLIKAR, PATIL (1968)) if and only if Xis normal distributed.
Keywords:copula  Farlie–Gumbel–Morgenstern distribution  sampling procedure
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