The Annals of Statistics

A Characterization of a Bivariate Exponential Distribution

Henry W. Block

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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

Permanent link to this document
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
links.jstor.org

Subjects
Primary: 62H10: Distribution of statistics
Secondary: 62E10: Characterization and structure theory

Keywords
Bivariate exponential distributions characterizations

Citation

Block, Henry W. A Characterization of a Bivariate Exponential Distribution. Ann. Statist. 5 (1977), no. 4, 808--812. doi:10.1214/aos/1176343905. https://projecteuclid.org/euclid.aos/1176343905


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