Characterization of a Marshall-Olkin type class of distributions

Marco Scarsini (1, 2) , Pietro Muliere

1 GREGH - Groupement de Recherche et d'Etudes en Gestion à HEC
2 Dipartimento di Scienze Economiche e Aziendali

A class of bivariate distributions that generalize Marshall-Olkin's one is characterized through a functional equation which involves two associative operations. The obtained distributions concentrate positive mass on the linex=y when the two associative operations coincide; otherwise a positive mass is concentrated on a continuous monotone function.

Keywords: Probability law; Bivariate distribution

Domains: Humanities and Social Sciences; Economics and Finance; Economy and decision science

Marco Scarsini, Pietro Muliere. Characterization of a Marshall-Olkin type class of distributions. Annals of the Institute of Statistical Mathematics, 1987, Vol. 39, N°1, pp. 429-441. ⟨10.1007/BF02491480⟩. ⟨hal-00542248⟩