Some General Characterizations of the Bivariate Gumbel Distribution and the Bivariate Lomax Distribution Based on Truncated Expectations

✍ Scribed by Majid Asadi

• Publisher: Elsevier Science
• Year: 1998
• Tongue: English
• Weight: 221 KB
• Volume: 67
• Category: Article
• ISSN: 0047-259X
• DOI: 10.1006/jmva.1998.1767

✦ Synopsis

Recently attempts have been made to characterize probability distributions via truncated expectations in both univariate and multivariate cases. In this paper we will use a well known theorem of Lau and Rao (1982) to obtain some characterization results, based on the truncated expectations of a function h, for the bivariate Gumbel distribution, a bivariate Lomax distribution, and a bivariate power distribution. The results of the paper subsume some earlier results appearing in the literature.