Characterizations of Extreme Value Extended Marshall-Olkin Models with Exponential Marginals

Nikolai Kolev; Jayme Pinto

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Characterizations of Extreme Value Extended Marshall-Olkin Models with Exponential Marginals

机译：具有指数边缘的极值扩展Marshall-Olkin模型的特征

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We construct and characterize bivariate extreme value distributions with exponential marginals generated by the stochastic representation (X1,X2) = (min(T1,T3), min(T2,T3)) where the random variable T3 is independent of random variables T1 and T2 which are assumed to be? dependent. A building procedure is suggested when the joint distribution of? (T1,T2) is absolutely continuous and Ti's are not necessarily exponentially distributed, i=1,2,3. The? Pickands representation of the vector (X1,X2) is computed. We illustrate the general relations by examples.

机译：我们构建并表征了由随机表示产生的指数边缘的双变度极值分布（x1，x2）=（min（t1，t3），min（t2，t3）），其中随机变量t3独立于随机变量t1和t2 假设是哪个？依赖。在联合分布的时候建议建筑程序？（T1，T2）绝对连续，TI不一定是指数分布，I = 1,2,3。这？计算矢量（X1，X2）的泡头表示。我们通过示例说明了一般关系。

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《International Journal of Statistics and Probability》 |2017年第1期|共8页
作者
Nikolai Kolev; Jayme Pinto;
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中图分类概率论与数理统计;
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Characterizations of Extreme Value Extended Marshall-Olkin Models with Exponential Marginals

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