A new class of bivariate distributions and its mixture

A new class of bivariate distributions is presented in this paper. The procedure used in this paper is based on a latent random variable with exponential distribution. The model introduced here is of Marshall-Olkin type. A mixture of the proposed bivariate distributions is also discussed. The results obtained here generalize those of the bivariate exponential distribution present in the literature.

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Year of publication:	2007
Authors:	Sarhan, Ammar M. ; Balakrishnan, N.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 98.2007, 7, p. 1508-1527
Publisher:	Elsevier
Keywords:	Generalized exponential distribution Bivariate exponential distribution Moments Mixtures

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005093874