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A class of bivariate distributions including the bivariate logistic


  • Ali, Mir M.
  • Mikhail, N. N.
  • Haq, M. Safiul


A univariate logistic distribution can be specified by considering a suitable form for the odds in favor of a failure against survival. This concept is extended to the bivariate case and a class of distributions, indexed by a parameter of association, having given marginals is proposed. Some properties of the proposed class of distributions are studied.

Suggested Citation

  • Ali, Mir M. & Mikhail, N. N. & Haq, M. Safiul, 1978. "A class of bivariate distributions including the bivariate logistic," Journal of Multivariate Analysis, Elsevier, vol. 8(3), pages 405-412, September.
  • Handle: RePEc:eee:jmvana:v:8:y:1978:i:3:p:405-412

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    Cited by:

    1. Omey, Edward & Vesilo, R., 2009. "Random Sums of Random Variables and Vectors," Working Papers 2009/09, Hogeschool-Universiteit Brussel, Faculteit Economie en Management.
    2. M. Vrac & L. Billard & E. Diday & A. Chédin, 2012. "Copula analysis of mixture models," Computational Statistics, Springer, vol. 27(3), pages 427-457, September.
    3. Colangelo Antonio, 2006. "Some Positive Dependence Orderings involving Tail Dependence," Economics and Quantitative Methods qf0601, Department of Economics, University of Insubria.
    4. Xiaohu Li & Yinping You, 2014. "A note on allocation of portfolio shares of random assets with Archimedean copula," Annals of Operations Research, Springer, vol. 212(1), pages 155-167, January.
    5. Dalla Valle Luciana, 2016. "The Use of Official Statistics in Self-Selection Bias Modeling," Journal of Official Statistics, Sciendo, vol. 32(4), pages 887-905, December.
    6. Limin Peng & Jason P. Fine, 2007. "Regression Modeling of Semicompeting Risks Data," Biometrics, The International Biometric Society, vol. 63(1), pages 96-108, March.
    7. Gonzalez-Astudillo, Manuel, 2013. "Monetary-Fiscal Policy Interactions: Interdependent Policy Rule Coefficients," MPRA Paper 50040, University Library of Munich, Germany.
    8. repec:zbw:rwirep:0240 is not listed on IDEAS
    9. Genest, Christian & Rivest, Louis-Paul, 2001. "On the multivariate probability integral transformation," Statistics & Probability Letters, Elsevier, vol. 53(4), pages 391-399, July.
    10. Naifar, Nader & Hammoudeh, Shawkat & Al dohaiman, Mohamed S., 2016. "Dependence structure between sukuk (Islamic bonds) and stock market conditions: An empirical analysis with Archimedean copulas," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 44(C), pages 148-165.
    11. Naifar, Nader, 2012. "Modeling the dependence structure between default risk premium, equity return volatility and the jump risk: Evidence from a financial crisis," Economic Modelling, Elsevier, vol. 29(2), pages 119-131.
    12. Jovanović, Mario, 2011. "Does Monetary Policy Affect Stock Market Uncertainty? – Empirical Evidence from the United States," Ruhr Economic Papers 240, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    13. Hossein Nadeb & Hamzeh Torabi & Ali Dolati, 2018. "Stochastic comparisons of the largest claim amounts from two sets of interdependent heterogeneous portfolios," Papers 1812.08343,
    14. Mario Jovanovic, 2011. "Does Monetary Policy Affect Stock Market Uncertainty? – Empirical Evidence from the United States," Ruhr Economic Papers 0240, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
    15. Capéraà, Philippe & Fougères, Anne-Laure & Genest, Christian, 2000. "Bivariate Distributions with Given Extreme Value Attractor," Journal of Multivariate Analysis, Elsevier, vol. 72(1), pages 30-49, January.
    16. Cuadras, Carles M., 2015. "Contributions to the diagonal expansion of a bivariate copula with continuous extensions," Journal of Multivariate Analysis, Elsevier, vol. 139(C), pages 28-44.
    17. Faugeras, Olivier P., 2009. "A quantile-copula approach to conditional density estimation," Journal of Multivariate Analysis, Elsevier, vol. 100(9), pages 2083-2099, October.
    18. Yan, Jun, 2007. "Enjoy the Joy of Copulas: With a Package copula," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 21(i04).
    19. Emilio Gómez-Déniz & Jorge Pérez-Rodríguez, 2015. "Closed-form solution for a bivariate distribution in stochastic frontier models with dependent errors," Journal of Productivity Analysis, Springer, vol. 43(2), pages 215-223, April.


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