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A generalisation of Gumbel's bivariate logistic distribution
Authors:S P Satterthwaite  Dr T P Hutchinson
Institution:(1) Tranport Studies Group, Dept. of Civil and Municipal Engineering, University College London, Gower Street, WCIE 6BT London
Abstract:Summary The bivariate distributionF(x, y)=1/1+exp(–x)+exp(–y)] was examined byGumbel. We have generalised this expression by raising it to an arbitarary power. Such a distribution may occur as a mixture of bivariate extreme-value distribution. As well as giving its basic properties, we have paid special attention to measures of correlation alternative to the product-moment, namely, Kendall's and Spearman's rank correlations and the product-moment correlation calculated after transforming the marginal distributions into Normal ones. An application to the multifactorial model of disease transmission is outlined.
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