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A Class of Symmetric Bivariate Uniform Distributions

by Thomas S. Ferguson of the University of California, Los Angeles

July 8, 1994

Abstract: A class of symmetric bivariate uniform distributions is proposed for use in statistical modeling. The distributions may be constructed to be absolutely continuous with correlations as close to ±1 as desired. Expressions for the correlations, regressions and copulas are found. An extension to three dimensions is proposed.

Keywords: Copulas, Spearman's rho, Kendall's tau, median regression.

Published in: Statistical Papers, Vol. 36, No. 1, (1995), pp. 31-40.

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