The Bivariate Lack-of-Memory Distributions
| Autor: | Gwo Dong Lin, Satoshi Kuriki, Xiaoling Dou |
|---|---|
| Jazyk: | angličtina |
| Rok vydání: | 2016 |
| Předmět: |
Statistics and Probability
05 social sciences Joint moment Mathematics - Statistics Theory Bivariate analysis Statistics Theory (math.ST) 01 natural sciences Copula (probability theory) 62N05 62N86 62H20 62H05 010104 statistics & probability Survival function 0502 economics and business FOS: Mathematics Applied mathematics 0101 mathematics Statistics Probability and Uncertainty 050205 econometrics Mathematics |
| Popis: | We treat all the bivariate lack-of-memory (BLM) distributions in a unified approach and develop some new general properties of the BLM distributions, including joint moment generating function, product moments, and dependence structure. Necessary and sufficient conditions for the survival functions of BLM distributions to be totally positive of order two are given. Some previous results about specific BLM distributions are improved. In particular, we show that both the Marshall–Olkin survival copula and survival function are totally positive of all orders, regardless of parameters. Besides, we point out that Slepian’s inequality also holds true for BLM distributions. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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