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Constructions for a bivariate beta distribution. (English) Zbl 1314.62043

Summary: We provide a new bivariate distribution with beta marginal distributions, positive probability over the unit square, and correlations over the full range. We discuss its extension to three or more dimensions.

MSC:

62E10 Characterization and structure theory of statistical distributions
62H20 Measures of association (correlation, canonical correlation, etc.)
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References:

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