О НЕКОТОРЫХ СВОЙСТВАХ МНОГОМЕРНОГО ЭКСПОНЕНЦИАЛЬНОГО РАСПРЕДЕЛЕНИЯ МАРШАЛЛА - ОЛКИНА

I. V. Zolotukhin

Authors

I. V. Zolotukhin St.-Petersburg Department of P.P. Shirshov Institute of Oceanology of Russian Academy of Sciences

Keywords:

multivariate exponential distribution, Laplace transform

Abstract

The paper deals with the multivariate Marshall-Olkin exponential distribution. Its Laplace transform have been found in the form, revealing the structure of the distribution. It is proved that it is possible to recover the multivariate Marshall-Olkin exponential distribution if you know all the marginal distributions. Also the marginal distributions of Marshall-Olkin distribution can be found if all the distributions of smaller dimension are known.

Author Biography

I. V. Zolotukhin, St.-Petersburg Department of P.P. Shirshov Institute of Oceanology of Russian Academy of Sciences

PhD (Physics and Mathematics), Ass. Prof., Senior Researcher

References

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