The stability of a characterization of the bivariate Marshall-Olkin distribution

Laurence A. Baxter, Svetlozar T. Rachev

Research output: Contribution to journalArticle

2 Scopus citations

Abstract

A new characterization of the bivariate Marshall-Olkin distribution is presented: it is shown that if a distribution possesses a certain bivariate NBU property, it is Marshall-Olkin if and only if a given function of the first and second moments and the hazard rates at the origin vanishes. The theory of probability metrics is utilized to analyze the stability of this characterization.

Original languageEnglish
Pages (from-to)563-571
Number of pages9
JournalJournal of Mathematical Analysis and Applications
Volume160
Issue number2
DOIs
StatePublished - Sep 15 1991

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