Sibuya-type bivariate lack of memory property

Jayme Pinto and Nikolai Kolev

Journal of Multivariate Analysis, 2015, vol. 134, issue C, 119-128

Abstract: The main goal of this article is to generalize the bivariate lack-of-memory property introduced in Marshall & Olkin (1967). Several characterizations of bivariate continuous distributions possessing such a property are established and illustrated by examples.

Keywords: Bivariate lack of memory property; Characterization; Dependence function; Failure rate; Functional equation (search for similar items in EconPapers)
Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:134:y:2015:i:c:p:119-128

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DOI: 10.1016/j.jmva.2014.11.001

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