Lack-of-partial-memory and aging properties of multivariate generalized Marshall-Olkin distributions

Jianhua Lin and Xiaohu Li

Communications in Statistics - Theory and Methods, 2023, vol. 52, issue 5, 1564-1579

Abstract: This article finds that multivariate generalized Marshall-Olkin distributions are of the lack-of-partial-memory property in the sense of residual lifetimes of elder components being independent of those younger ones’ ages. Also, we further investigate aging behavior and stochastic dependence of the multivariate residual lifetime of this family of random vectors.

Date: 2023
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Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:52:y:2023:i:5:p:1564-1579

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DOI: 10.1080/03610926.2021.1931328

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