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Generalized Marshall-Olkin distributions and related bivariate aging properties

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  • Li, Xiaohu
  • Pellerey, Franco
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    Abstract

    A class of generalized bivariate Marshall-Olkin distributions, which includes as special cases the Marshall-Olkin bivariate exponential distribution and the Marshall-Olkin type distribution due to Muliere and Scarsini (1987) [19] are examined in this paper. Stochastic comparison results are derived, and bivariate aging properties, together with properties related to evolution of dependence along time, are investigated for this class of distributions. Extensions of results previously presented in the literature are provided as well.

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    Article provided by Elsevier in its journal Journal of Multivariate Analysis.

    Volume (Year): 102 (2011)
    Issue (Month): 10 (November)
    Pages: 1399-1409

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    Handle: RePEc:eee:jmvana:v:102:y:2011:i:10:p:1399-1409

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    Keywords: Positive dependence properties Aging notions Survival copulas Stochastic orders Positive dependence orders;

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    1. Asimit, Alexandru V. & Furman, Edward & Vernic, Raluca, 2010. "On a multivariate Pareto distribution," Insurance: Mathematics and Economics, Elsevier, vol. 46(2), pages 308-316, April.
    2. Navarro, Jorge & Balakrishnan, N., 2010. "Study of some measures of dependence between order statistics and systems," Journal of Multivariate Analysis, Elsevier, vol. 101(1), pages 52-67, January.
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    Cited by:
    1. Pellerey, Franco & Shaked, Moshe & Yasaei Sekeh, Salimeh, 2012. "Comparisons of concordance in additive models," Statistics & Probability Letters, Elsevier, vol. 82(11), pages 2059-2067.
    2. Li, Yang & Sun, Jianguo & Song, Shuguang, 2012. "Statistical analysis of bivariate failure time data with Marshall–Olkin Weibull models," Computational Statistics & Data Analysis, Elsevier, vol. 56(6), pages 2041-2050.

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