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New characterization of Marshall-Olkin-type distributions via bivariate random summation scheme

✍ Scribed by Chufang Wu


Publisher
Elsevier Science
Year
1997
Tongue
English
Weight
340 KB
Volume
34
Category
Article
ISSN
0167-7152

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✦ Synopsis


We characterize the Marshall~Olkin distribution and extend it to a vast class of stable-Marshal1491kin distributions. In particular, the Marshall-Olkin distribution will play the role of the limit in the law of large number for the bivariate geometric summation scheme, and the Laplace-Marshall-Olkin distribution will play the role of the normal distribution in the corresponding Central limit theorem. The rate of convergence is also studied.