On Characterizing the Bivariate Exponential and Geometric Distributions
نویسندگان
چکیده
In this note, a characterization of the Gumbel's bivariate exponential distribution based on the properties of the conditional moments is discussed. The result forms a sort of bivariate analogue of the characterization of the univariate exponential distribution given by Sahobov and Geshev (1974) (cited in Lau and Rao ((1982), Sankhya Ser. A , 44, 87)). A discrete version of the property provides a similar conclusion relating to a bivariate geometric distribution.
منابع مشابه
On Bivariate Generalized Exponential-Power Series Class of Distributions
In this paper, we introduce a new class of bivariate distributions by compounding the bivariate generalized exponential and power-series distributions. This new class contains the bivariate generalized exponential-Poisson, bivariate generalized exponential-logarithmic, bivariate generalized exponential-binomial and bivariate generalized exponential-negative binomial distributions as specia...
متن کاملTests of Hypotheses for the Parameters of a Bivariate Geometric Distribution
Many situations in real world cannot be described by a single variable. Simul taneous occurrence of multiple events warrants multivariate distributions. For instance, univariate geometric distribution can represent occurrence of failure of one component of a system. However, to study systems with several com ponents that may have different types of failures, such as twin engines of an airplane ...
متن کاملA bivariate infinitely divisible distribution with exponential and Mittag–Leffler marginals
We introduce a bivariate distribution supported on the first quadrant with exponential, and heavy tailed Mittag–Leffer, marginal distributions. Although this distribution belongs to the class of geometric operator stable laws, it is a rather special case that does not follow their general theory. Our results include the joint density and distribution function, Laplace transform, conditional dis...
متن کاملOn a Rao-Shanbhag Characterization of the Exponential/Geometric Distribution
A theorem of Rao and Shanbhag, characterizing the exponential and the geometric distributions as the only distributions of independentX and Y for which X−Y is independent of {min{X,Y } ≤ u} for some suitable values of u, is discussed and a generalization to many variables is explored.
متن کاملA Discrete Kumaraswamy Marshall-Olkin Exponential Distribution
Finding new families of distributions has become a popular tool in statistical research. In this article, we introduce a new flexible four-parameter discrete model based on the Marshall-Olkin approach, namely, the discrete Kumaraswamy Marshall-Olkin exponential distribution. The proposed distribution can be viewed as another generalization of the geometric distribution and enfolds some importan...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2004