Multivariate generalized Marshall-Olkin distributions and copulas (Q2445486): Difference between revisions

The authors introduce and study a generalization of the Marshall-Olkin distribution. After giving its definition, the authors obtain some basic properties of it, and they also derive the copula that corresponds to it. Next, the authors show that the generalization of the Marshall-Olkin distribution is upper-orthant tail independent, and then they attain explicit expressions for the lower tail dependence coefficients. They continue their study by analyzing the associated residual life vector, and then they study the positive dependence properties of this generalization of the Marshall-Olkin distribution. Finally, they give some results that stochastically compare generalized Marshall-Olkin random vectors. Some examples illustrate the theory.