Hostname: page-component-cd9895bd7-dzt6s Total loading time: 0 Render date: 2024-12-23T19:06:54.620Z Has data issue: false hasContentIssue false
  • English
  • Français

A characterization of Gumbel's bivariate exponential and lindley and Singpurwalla's bivariate lomax distributions

Published online by Cambridge University Press:  14 July 2016

Dilip Roy
Dilip Roy*
Affiliation:
Burdwan University
*
∗ Postal address: Department of Business Administration, Burdwan University, Golapbag, Burdwan, Pin — 713 104, India.
Get access Rights & Permissions [Opens in a new window]

Abstract

A bivariate exponential distribution due to Gumbel and a bivariate Lomax distribution due to Lindley and Singpurwalla have been characterized through a bivariate extension of a univariate characterizing property of the exponential and the Lomax distribution; the characterization is based on mean residual lives and hazard rates.

Keywords

HAZARD RATEMEAN RESIDUAL LIFELINE INTEGRATION
Type
Short Communications
Information
Journal of Applied Probability , Volume 26 , Issue 4 , December 1989 , pp. 886 - 891
Copyright
Copyright © Applied Probability Trust 1989 

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

Block, H. W. (1977) A characterization of a bivariate exponential distribution. Ann. Statist. 5, 808–812.CrossRefGoogle Scholar
Gumbel, E. J. (1960) Bivariate exponential distributions. J. Amer. Statist. Assoc. 55, 698–707.CrossRefGoogle Scholar
Johnson, N. L. and Kotz, S. (1975) A vector multivariate hazard rate. J. Multivariate Anal. 5, 53–66.CrossRefGoogle Scholar
Lindley, D. V. and Singpurwalla, N. D. (1986) Multivariate distributions for the reliability of a system of components sharing a common environment. J. Appl. Prob. 23, 418–431.CrossRefGoogle Scholar
Marshall, A. W. and Olkin, I. (1967) A multivariate exponential distribution. J. Amer. Statist. Assoc. 62, 30–44.CrossRefGoogle Scholar
Mukherjee, S. P. and Roy, D. (1986) Some characterizations of the exponential and related life distributions. Calcutta Statist. Assoc. Bull. 35, 189–197.CrossRefGoogle Scholar
Roy, D. and Mukherjee, S. P. (1989) Characterizations of some bivariate life-distributions. J. Multivariate Anal. 19, 1–8.CrossRefGoogle Scholar
Samanta, M. (1975) A characterization of the bivariate exponential distribution. J. Indian Soc. Agricultural Statist. 27, 67–70.Google Scholar
Zahedi, H. (1985) Some new classes of multivariate survival functions. J. Statist. Plan. Inf. 11, 171–188.CrossRefGoogle Scholar

A correction has been issued for this article:

Corrections