Several measures of dependence are examined for the Farlie-Gumbel-Morgenstern system, F, of joint distributions. Some bounds and relationships are shown for product-moment correlation coefficients and rank correlation coefficients. While the F system is an interesting construction for specified marginals, it is limited to describing weak dependence. A quality control application using a related screening variable is given.
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William R. Schucany (1978) studied this question.
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