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Sibuya-type bivariate lack of memory property

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  • Pinto, Jayme
  • Kolev, Nikolai

Abstract

The main goal of this article is to generalize the bivariate lack-of-memory property introduced in Marshall & Olkin (1967). Several characterizations of bivariate continuous distributions possessing such a property are established and illustrated by examples.

Suggested Citation

  • Pinto, Jayme & Kolev, Nikolai, 2015. "Sibuya-type bivariate lack of memory property," Journal of Multivariate Analysis, Elsevier, vol. 134(C), pages 119-128.
    • Handle: RePEc:eee:jmvana:v:134:y:2015:i:c:p:119-128
    DOI: 10.1016/j.jmva.2014.11.001
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    References listed on IDEAS

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    1. Marshall, Albert W., 1975. "Some comments on the hazard gradient," Stochastic Processes and their Applications, Elsevier, vol. 3(3), pages 293-300, July.
    2. H. Kulkarni, 2006. "Characterizations and Modelling of Multivariate Lack of Memory Property," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 64(2), pages 167-180, October.
    3. Li, Xiaohu & Pellerey, Franco, 2011. "Generalized Marshall-Olkin distributions and related bivariate aging properties," Journal of Multivariate Analysis, Elsevier, vol. 102(10), pages 1399-1409, November.
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    Cited by:

    1. Kolev, Nikolai, 2016. "Characterizations of the class of bivariate Gompertz distributions," Journal of Multivariate Analysis, Elsevier, vol. 148(C), pages 173-179.

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