HAL will be down for maintenance from Friday, June 10 at 4pm through Monday, June 13 at 9am. More information
Skip to Main content Skip to Navigation
Journal articles

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
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.
Keywords : Probability law Bivariate distribution
Document type :
Journal articles
Complete list of metadata
https://hal-hec.archives-ouvertes.fr/hal-00542248
Contributor : Antoine Haldemann Connect in order to contact the contributor
Submitted on : Thursday, December 2, 2010 - 10:08:51 AM
Last modification on : Thursday, January 11, 2018 - 6:19:31 AM

Links full text

istex

Identifiers

Collections

HEC | PARISTECH | CNRS

Citation

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

Export

BibTeX TEI DC DCterms EndNote Datacite

Share

Metrics

Record views

70