Generalized Marshall-Olkin distributions and related bivariate aging properties
A class of generalized bivariate Marshall-Olkin distributions, which includes as special cases the Marshall-Olkin bivariate exponential distribution and the Marshall-Olkin type distribution due to Muliere and Scarsini (1987) [19] are examined in this paper. Stochastic comparison results are derived, and bivariate aging properties, together with properties related to evolution of dependence along time, are investigated for this class of distributions. Extensions of results previously presented in the literature are provided as well.
Year of publication: |
2011
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Authors: | Li, Xiaohu ; Pellerey, Franco |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 102.2011, 10, p. 1399-1409
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Publisher: |
Elsevier |
Keywords: | Positive dependence properties Aging notions Survival copulas Stochastic orders Positive dependence orders |
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