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 language | English |
|---|---|
| Pages (from-to) | 1399-1409 |
| Number of pages | 11 |
| Journal | Journal of Multivariate Analysis |
| Volume | 102 |
| Issue number | 10 |
| DOIs | |
| State | Published - Nov 2011 |
Keywords
- Aging notions
- Positive dependence orders
- Positive dependence properties
- Stochastic orders
- Survival copulas
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