Characterization of a Marshall-Olkin type class of distributions |
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Authors: | Pietro Muliere Marco Scarsini |
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Institution: | (1) Universitá Degli Studi di Pavia, Pavia, Italia;(2) Universitá Degli Studi di Parma, Parma, Italia |
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Abstract: | Summary 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.
Work performed while the authors were members of CNR-GNAFA. |
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Keywords: | Characterization functional equation Marshall-Olkin distribution lack of memory property copula |
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