Characterization of a Marshall-Olkin type class of distributions
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A class of bivariate distributions that generalize Marshall-Olkin's one is characterized through a functional equation which involves two associative operations. The obtained distributions concentrate positive mass on the linex=y when the two associative operations coincide; otherwise a positive mass is concentrated on a continuous monotone function.
Key words and phrasesCharacterization functional equation Marshall-Olkin distribution lack of memory property copula
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