The mean of Marshall–Olkin-dependent exponential random variables

Lexuri Fernández, Jan Frederik Mai, Matthias Scherer

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

2 Scopus citations

Abstract

The probability distribution of (Formula Presented.), where the vector (Formula Presented.) is distributed according to the Marshall–Olkin law, is investigated. Closed-form solutions are derived in the general bivariate case and for d ∈ {2, 3, 4} in the exchangeable subfamily. Our computations can, in principle, be extended to higher dimensions, which, however, becomes cumbersome due to the large number of involved parameters. For the Marshall–Olkin distributions with conditionally independent and identically distributed components, however, the limiting distribution of Sd/d is identified as d tends to infinity. This resultmight serve as a convenient approximation in high-dimensional situations. Possible fields of application for the presented results are reliability theory, insurance, and credit-risk modeling.

Original languageEnglish
Title of host publicationMarshall–Olkin Distributions - Advances in Theory and Applications
EditorsFabrizio Durante, Umberto Cherubini, Sabrina Mulinacci
PublisherSpringer New York LLC
Pages33-50
Number of pages18
ISBN (Print)9783319190389
DOIs
StatePublished - 2015
EventInternational conference on Marshall-Olkin Distributions - Advances in Theory and Applications, 2013 - Bologna, Italy
Duration: 2 Oct 20133 Oct 2013

Publication series

NameSpringer Proceedings in Mathematics and Statistics
Volume141
ISSN (Print)2194-1009
ISSN (Electronic)2194-1017

Conference

ConferenceInternational conference on Marshall-Olkin Distributions - Advances in Theory and Applications, 2013
Country/TerritoryItaly
CityBologna
Period2/10/133/10/13

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