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Dokumenttyp:
Zeitschriftenaufsatz 
Autor(en):
Fernández, L.; Mai, J.-F.; Scherer M. 
Nicht-TUM Koautoren:
nein 
Kooperation:
Titel:
The mean of Marshall-Olkin dependent exponential random variables 
Abstract:
The probability distribution of Sd = X1 + . . . +Xd, where the vector (X1, . . . ,Xd) is distributed according to the Marshall–Olkin law, is investigated. Closed form solutions are derived in the general bivariate case and for d ∈ {2, 3, 4} in the exchangeable subfamily. Our computations can be extended to higher dimensions, which, however, becomes cumbersome due to the large number of involved parameters. For the Marshall–Olkin distributions with conditionally independent and identically distri...    »
 
Intellectual Contribution:
Discipline-based Research 
Zeitschriftentitel:
Proceedings in Mathematics & Statistics 
Jahr:
2015 
Seitenangaben Beitrag:
33-50 
Reviewed:
ja 
Sprache:
en 
Status:
Erstveröffentlichung 
TUM Einrichtung:
Lehrstuhl für Finanzmathematik 
Key publication:
Nein 
Peer reviewed:
Ja 
International:
Ja 
Book review:
Nein 
commissioned:
not commissioned 
Professional Journal:
Nein