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Title:

The Mean of Marshall–Olkin-Dependent Exponential Random Variables

Document type:
Buchbeitrag
Author(s):
Fernández, L.; Mai, J.-F.; Scherer, M.
Non-TUM Co-author(s):
nein
Cooperation:
-
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...     »
Book title:
Marshall-Olkin Distributions, Theory and Practice
Intellectual Contribution:
Discipline-based Research
Publisher:
Springer International Publishing Switzerland
Year:
2015
Pages:
33-50
Format:
Text
Peer reviewed:
ja
International:
Nein
Commissioned:
not commissioned
Category:
research
Technology:
Nein
Interdisciplinarity:
Nein
Mission statement:
;
Ethics and Sustainability:
Nein
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