Generalized Marshall-Olkin distributions and related bivariate aging properties

  • Authors:
  • Xiaohu Li;Franco Pellerey

  • Affiliations:
  • School of Mathematical Science, Xiamen University, Xiamen 361005, China;Dipartimento di Matematica, Politecnico di Torino, C.so Duca degli Abruzzi, 24, I-10129 Torino, Italy

  • Venue:
  • Journal of Multivariate Analysis
  • Year:
  • 2011

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Abstract

A class of generalized bivariate Marshall-Olkin distributions, which includes as special cases the Marshall-Olkin bivariate exponential distribution and the Marshall-Olkin type distribution due to Muliere and Scarsini (1987) [19] are examined in this paper. Stochastic comparison results are derived, and bivariate aging properties, together with properties related to evolution of dependence along time, are investigated for this class of distributions. Extensions of results previously presented in the literature are provided as well.