Some General Characterizations of the Bivariate Gumbel Distribution and the Bivariate Lomax Distribution Based on Truncated Expectations

Majid Asadi

Journal of Multivariate Analysis, 1998, vol. 67, issue 2, 190-202

Abstract: Recently attempts have been made to characterize probability distributions via truncated expectations in both univariate and multivariate cases. In this paper we will use a well known theorem of Lau and Rao (1982) to obtain some characterization results, based on the truncated expectations of a functionh, for the bivariate Gumbel distribution, a bivariate Lomax distribution, and a bivariate power distribution. The results of the paper subsume some earlier results appearing in the literature.

Keywords: truncated expectation; bivariate distributions; Gumbel distribution; bivariate Lomax distribution; characterization; the Lau-Rao theorem (search for similar items in EconPapers)
Date: 1998
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