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

Laurence A. Baxter; Svetlozar T. Rachev

doi:10.1016/0022-247X(91)90326-U

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

Laurence A. Baxter, Svetlozar T. Rachev

Mathematics and Statistics

Research output: Contribution to journal › Article

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 language	English
Pages (from-to)	563-571
Number of pages	9
Journal	Journal of Mathematical Analysis and Applications
Volume	160
Issue number	2
DOIs	https://doi.org/10.1016/0022-247X(91)90326-U
State	Published - Sep 15 1991

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Baxter, L. A., & Rachev, S. T. (1991). The stability of a characterization of the bivariate Marshall-Olkin distribution. Journal of Mathematical Analysis and Applications, 160(2), 563-571. https://doi.org/10.1016/0022-247X(91)90326-U

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