The Bivariate Lack-of-Memory Distributions

Gwo Dong Lin*, Xiaoling Dou, Satoshi Kuriki

*この研究の対応する著者

研究成果: Article査読

2 被引用数 (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.

本文言語English
ページ(範囲)273-297
ページ数25
ジャーナルSankhya A
81
2
DOI
出版ステータスPublished - 2019 12 1

ASJC Scopus subject areas

  • 統計学および確率
  • 統計学、確率および不確実性

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