TY - JOUR
T1 - The stability of a characterization of the bivariate Marshall-Olkin distribution
AU - Baxter, Laurence A.
AU - Rachev, Svetlozar T.
N1 - Funding Information:
* Research supported by the Air Force Offtce of Scientific Research, AFSC, grant AFOSR-86-0136. The US Government is authorized to reproduce reprints for Governmental purposes notwithstanding any copyright notation + Present address: Department of Statistics and Applied Probability, California, Santa Barbara, CA 93106.
PY - 1991/9/15
Y1 - 1991/9/15
N2 - 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.
AB - 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.
UR - http://www.scopus.com/inward/record.url?scp=44949273716&partnerID=8YFLogxK
U2 - 10.1016/0022-247X(91)90326-U
DO - 10.1016/0022-247X(91)90326-U
M3 - Article
AN - SCOPUS:44949273716
VL - 160
SP - 563
EP - 571
JO - Journal of Mathematical Analysis and Applications
JF - Journal of Mathematical Analysis and Applications
SN - 0022-247X
IS - 2
ER -