A new class of bivariate distributions and its mixture

Ammar M. Sarhan and N. Balakrishnan

Journal of Multivariate Analysis, 2007, vol. 98, issue 7, 1508-1527

Abstract: A new class of bivariate distributions is presented in this paper. The procedure used in this paper is based on a latent random variable with exponential distribution. The model introduced here is of Marshall-Olkin type. A mixture of the proposed bivariate distributions is also discussed. The results obtained here generalize those of the bivariate exponential distribution present in the literature.

Keywords: Generalized; exponential; distribution; Bivariate; exponential; distribution; Moments; Mixtures (search for similar items in EconPapers)
Date: 2007
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Citations: View citations in EconPapers (18)

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