On Some Properties of Bivariate Exponential Distributions

DOI10.1080/15326349.2012.672141zbMath1247.60016WikidataQ58051142 ScholiaQ58051142MaRDI QIDQ2904310

Qi-Ming He, Juan Carlos Vera, Han-Qin Zhang

Publication date: 13 August 2012

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326349.2012.672141

zbMATH Keywords

phase-type distribution; correlation coefficient; majorization; bivariate exponential distribution; multivariate distribution

Mathematics Subject Classification ID

62H05: Characterization and structure theory for multivariate probability distributions; copulas

60E10: Characteristic functions; other transforms

60E05: Probability distributions: general theory