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The Lack of Memory Property in the Density Form for the Bivariate Setup

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  • Rishideep Roy
  • Dilip Roy

Abstract

The lack of memory property is a characterizing property of the exponential distribution in the continuous domain. In the bivariate setup different generalizations of the same are available in terms of survival function. We extend this lack of memory property in terms of bivariate probability density function and examine its characterization properties. In this process the density version of the lack of memory property can be interlinked with conditionally specified exponential distribution, bivariate reciprocal coordinate subtangent of the density curve and a few other derived measures.

Suggested Citation

  • Rishideep Roy & Dilip Roy, 2014. "The Lack of Memory Property in the Density Form for the Bivariate Setup," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 43(14), pages 2859-2869, July.
    • Handle: RePEc:taf:lstaxx:v:43:y:2014:i:14:p:2859-2869
    DOI: 10.1080/03610926.2012.685548
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