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Characterizations of a family of bivariate Pareto distributions

Author

Listed:
  • P. G. Sankaran

    (Cochin University of Science and Technology, India)

  • N. Unnikrishnan Nair

    (Cochin University of Science and Technology, India)

  • Preethi John

    (Cochin University of Science and Technology, India)

Abstract

In the present paper, we study properties of a family of bivariate Pareto distributions. The well known dullness property of the univariate Pareto model is extended to the bivariate setup. Two measures of income inequality viz. income gap ratio and mean left proportional residual income are defined in the bivariate case. We also introduce bivariate generalized failure rate useful in reliability analysis. Characterizations, using the above concepts, for various members of the family of bivariate Pareto distributions are derived.

Suggested Citation

  • P. G. Sankaran & N. Unnikrishnan Nair & Preethi John, 2015. "Characterizations of a family of bivariate Pareto distributions," Statistica, Department of Statistics, University of Bologna, vol. 75(3), pages 275-290.
    • Handle: RePEc:bot:rivsta:v:75:y:2015:i:3:p:275-290
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    Cited by:

    1. S. M. Sunoj & N. Vipin, 2019. "Some properties of conditional partial moments in the context of stochastic modelling," Statistical Papers, Springer, vol. 60(6), pages 1971-1999, December.

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