## The Annals of Statistics

### A Characterization of a Bivariate Exponential Distribution

Henry W. Block

#### Abstract

The independence of $U = \min (X, Y)$ and $V = X - Y$ or $W = |X - Y|$ is studied where $X$ and $Y$ are not assumed to be independent. The bivariate exponential distribution of Marshall and Olkin is characterized as the distribution with exponential marginals where $U$ is exponential and independent of $V$.

#### Article information

Source
Ann. Statist., Volume 5, Number 4 (1977), 808-812.

Dates
First available in Project Euclid: 12 April 2007

https://projecteuclid.org/euclid.aos/1176343905

Digital Object Identifier
doi:10.1214/aos/1176343905

Mathematical Reviews number (MathSciNet)
MR440793

Zentralblatt MATH identifier
0365.62050

JSTOR