The Bivariate Lack-of-Memory Distributions

Gwo Dong Lin, Xiaoling Dou, Satoshi Kuriki

    研究成果: Article

    1 引用 (Scopus)

    抄録

    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.

    元の言語English
    ページ(範囲)1-25
    ページ数25
    ジャーナルSankhya A
    DOI
    出版物ステータスAccepted/In press - 2017 12 15

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    Survival Function
    Product Moments
    Moment generating function
    Dependence Structure
    Copula
    Joint Distribution
    Necessary Conditions
    Sufficient Conditions
    Joint distribution
    Dependence structure

    ASJC Scopus subject areas

    • Statistics, Probability and Uncertainty
    • Statistics and Probability

    これを引用

    The Bivariate Lack-of-Memory Distributions. / Lin, Gwo Dong; Dou, Xiaoling; Kuriki, Satoshi.

    :: Sankhya A, 15.12.2017, p. 1-25.

    研究成果: Article

    Lin, Gwo Dong ; Dou, Xiaoling ; Kuriki, Satoshi. / The Bivariate Lack-of-Memory Distributions. :: Sankhya A. 2017 ; pp. 1-25.
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