The Australian Journal of Mathematical Analysis and Applications

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ISSN 1449-5910  


Paper Information

Paper Title:

Some Properties of the Marshall-Olkin and Generalized Cuadras-Augé Families of Copulas


Edward Dobrowolski and Pranesh Kumar

Department of Mathematics and Statistics
University of Northern British Columbia
Prince George, BC,
Canada, V2N 4Z9



We investigate some properties of the families of two parameter Marshall-Olkin and Generalized Cuadras-Augé copulas. Some new results are proved for copula parameters, dependence measure and mutual information. A numerical application is discussed.

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