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Titel:

The Mean of Marshall–Olkin-Dependent Exponential Random Variables

Dokumenttyp:
Buchbeitrag
Autor(en):
Fernández, L.; Mai, J.-F.; Scherer, M.
Nicht-TUM Koautoren:
nein
Kooperation:
-
Abstract:
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, in principle, be extended to higher dimensions, which, however, becomes cumbersome due to the large number of involved parameters. For the Marshall–Olkin distributions with conditionally indep...     »
Buchtitel:
Marshall-Olkin Distributions, Theory and Practice
Intellectual Contribution:
Discipline-based Research
Verlag / Institution:
Springer International Publishing Switzerland
Jahr:
2015
Seiten/Umfang:
33-50
Format:
Text
Peer reviewed:
ja
International:
Nein
commissioned:
not commissioned
Kategorie:
research
Interdisziplinarität:
Nein
Leitbild:
;
Technology:
Nein
Ethics und Sustainability:
Nein
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