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arXiv 1606.05097math.STstat.TH
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二元记忆缺失分布

The Bivariate Lack-of-Memory Distributions

Gwo Dong Lin, Xiaoling Dou, Satoshi Kuriki

摘要:

我们统一地处理了所有的二元无记忆(BLM)分布,并给出了BLM分布的一些新的一般性质,包括联合矩母函数、乘积矩和依赖结构.给出了BLM分布的生存函数为二阶全正的充要条件。改进了以往关于特定BLM分布的一些结果。特别是,我们表明,马歇尔-奥尔金生存copula和生存函数是完全积极的所有订单,无论参数。此外,我们指出Slepian不等式对BLM分布也成立。

英文摘要:

We treat all the bivariate lack-of-memory (BLM) distributions in a unified approach and develop some new general properties of the BLM distributions, including joint moment generating function, product moments and dependence structure. Necessary and sufficient conditions for the survival functions of BLM distributions to be totally positive of order two are given. Some previous results about specific BLM distributions are improved. In particular, we show that both the Marshall--Olkin survival copula and survival function are totally positive of all orders, regardless of parameters. Besides, we point out that Slepian's inequality also holds true for BLM distributions.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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