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Some General Characterizations of the Bivariate Gumbel Distribution and the Bivariate Lomax Distribution Based on Truncated Expectations

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  • Asadi, Majid

Abstract

Recently attempts have been made to characterize probability distributions via truncated expectations in both univariate and multivariate cases. In this paper we will use a well known theorem of Lau and Rao (1982) to obtain some characterization results, based on the truncated expectations of a functionh, for the bivariate Gumbel distribution, a bivariate Lomax distribution, and a bivariate power distribution. The results of the paper subsume some earlier results appearing in the literature.

Suggested Citation

  • Asadi, Majid, 1998. "Some General Characterizations of the Bivariate Gumbel Distribution and the Bivariate Lomax Distribution Based on Truncated Expectations," Journal of Multivariate Analysis, Elsevier, vol. 67(2), pages 190-202, November.
    • Handle: RePEc:eee:jmvana:v:67:y:1998:i:2:p:190-202
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    References listed on IDEAS

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    1. Roy, Dilip & Gupta, R. P., 1996. "Bivariate Extension of Lomax and Finite Range Distributions through Characterization Approach," Journal of Multivariate Analysis, Elsevier, vol. 59(1), pages 22-33, October.
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