TY - JOUR
T1 - Generalized Marshall-Olkin distributions and related bivariate aging properties
AU - Li, Xiaohu
AU - Pellerey, Franco
PY - 2011/11
Y1 - 2011/11
N2 - 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.
AB - 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.
KW - Aging notions
KW - Positive dependence orders
KW - Positive dependence properties
KW - Stochastic orders
KW - Survival copulas
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U2 - 10.1016/j.jmva.2011.05.006
DO - 10.1016/j.jmva.2011.05.006
M3 - Article
AN - SCOPUS:79960053482
SN - 0047-259X
VL - 102
SP - 1399
EP - 1409
JO - Journal of Multivariate Analysis
JF - Journal of Multivariate Analysis
IS - 10
ER -