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Characterization of a Marshall-Olkin type class of distributions

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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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

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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⟩

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