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Bivariate Probability Distributions Similar to Exponential

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Approximation, Probability, and Related Fields
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Abstract

The class of bivariate distribution having the almost-lack-of-memory property (ALM-distribution) is introduced and the exact form of these distributions in a sub-class with almost independent components is derived. Some of the corresponding probability properties are discussed.

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References

  • Chukova S., and Dimitrov, B., 1992, On the distributions having almost lack-of-memory property, J. Appl Prob., 29, No. 3, 691–698.

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  • Chukova S., Dimitrov B., and Khalil, Z., 1993, Probability distributions similar to the exponential, Canadian J. of Statistics(to appear).

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  • Galambos J., and Kotz, S., 1978, “Characterization of Probability Distributions”, Lecture Notes in Math. 675, Springer-Verlag, Berlin, Heidelberg, New York.

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  • Marshall, A.W., and Olkin, L, 1967, A multivariate exponential distribution, J. Amer. Statist. Assoc, 62, 30–44.

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© 1994 Springer Science+Business Media New York

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Dimitrov, B., Chukova, S., Khalil, Z. (1994). Bivariate Probability Distributions Similar to Exponential. In: Anastassiou, G., Rachev, S.T. (eds) Approximation, Probability, and Related Fields. Springer, Boston, MA. https://doi.org/10.1007/978-1-4615-2494-6_12

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  • DOI: https://doi.org/10.1007/978-1-4615-2494-6_12

  • Publisher Name: Springer, Boston, MA

  • Print ISBN: 978-1-4613-6063-6

  • Online ISBN: 978-1-4615-2494-6

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