New characterization of Marshall-Olkin-type distributions via bivariate random summation scheme

Chufang Wu

Statistics & Probability Letters, 1997, vol. 34, issue 2, 171-178

Abstract: We characterize the Marshall-Olkin distribution and extend it to a vast class of stable-Marshall-Olkin distributions. In particular, the Marshall-Olkin distribution will play the role of the limit in the law of large number for the bivariate geometric summation scheme, and the Laplace-Marshall-Olkin distribution will play the role of the normal distribution in the corresponding Central limit theorem. The rate of convergence is also studied.

Keywords: Marshall-Olkin; distribution; Stable; Geometric; summation; Domain; of; attraction (search for similar items in EconPapers)
Date: 1997
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-7152(97)82790-3
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:34:y:1997:i:2:p:171-178

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().