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Journal Articles Annals of the Institute of Statistical Mathematics Year : 1987

Characterization of a Marshall-Olkin type class of distributions

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Abstract

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.

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hal-00542248 , version 1 (02-12-2010)

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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⟩

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