In this article a characterisation of the Gumbel's Bivariate Exponential Distribution is established on the basis of the propertiea of the conditional expectation of the component variables. The characterieing property is propoeed as the definition of lack of memory in the biveriate case.
A characterization of a bivariate distribution by the marginal and the conditional distributions of the same component
โ Scribed by V. Seshadri; G. P. Patil
- Publisher
- Springer Japan
- Year
- 1963
- Tongue
- English
- Weight
- 240 KB
- Volume
- 15
- Category
- Article
- ISSN
- 0020-3157
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