Generalized Marshall-Olkin distributions and related bivariate aging properties

Xiaohu Li, Franco Pellerey

Research output: Contribution to journalArticlepeer-review

57 Scopus citations

Abstract

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.

Original languageEnglish
Pages (from-to)1399-1409
Number of pages11
JournalJournal of Multivariate Analysis
Volume102
Issue number10
DOIs
StatePublished - Nov 2011

Keywords

  • Aging notions
  • Positive dependence orders
  • Positive dependence properties
  • Stochastic orders
  • Survival copulas

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