Generalized Marshall-Olkin distributions and related bivariate aging properties

Xiaohu Li and Franco Pellerey

Journal of Multivariate Analysis, 2011, vol. 102, issue 10, 1399-1409

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.

Keywords: Positive; dependence; properties; Aging; notions; Survival; copulas; Stochastic; orders; Positive; dependence; orders (search for similar items in EconPapers)
Date: 2011
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Citations: View citations in EconPapers (22)

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