{"title":"Marshall-Olkin二元指数分布的相关结构","authors":"Gwo Dong Lin , Chin-Diew Lai , K. Govindaraju","doi":"10.1016/j.stamet.2015.09.001","DOIUrl":null,"url":null,"abstract":"<div><p><span><span>We first review the basic properties of Marshall–Olkin bivariate </span>exponential distribution<span> (BVE) and then investigate its correlation structure<span>. We provide the correct reasonings for deriving some properties of the Marshall–Olkin BVE and show that the correlation of the BVE is always smaller than that of its copula regardless of the parameters. The latter implies that the BVE does not have Lancaster’s phenomenon (any nonlinear transformation of variables decreases the correlation in absolute value). The </span></span></span>dependence structure of the BVE is also investigated.</p></div>","PeriodicalId":48877,"journal":{"name":"Statistical Methodology","volume":null,"pages":null},"PeriodicalIF":0.0000,"publicationDate":"2016-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1016/j.stamet.2015.09.001","citationCount":"8","resultStr":"{\"title\":\"Correlation structure of the Marshall–Olkin bivariate exponential distribution\",\"authors\":\"Gwo Dong Lin , Chin-Diew Lai , K. Govindaraju\",\"doi\":\"10.1016/j.stamet.2015.09.001\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<div><p><span><span>We first review the basic properties of Marshall–Olkin bivariate </span>exponential distribution<span> (BVE) and then investigate its correlation structure<span>. We provide the correct reasonings for deriving some properties of the Marshall–Olkin BVE and show that the correlation of the BVE is always smaller than that of its copula regardless of the parameters. The latter implies that the BVE does not have Lancaster’s phenomenon (any nonlinear transformation of variables decreases the correlation in absolute value). The </span></span></span>dependence structure of the BVE is also investigated.</p></div>\",\"PeriodicalId\":48877,\"journal\":{\"name\":\"Statistical Methodology\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2016-03-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"https://sci-hub-pdf.com/10.1016/j.stamet.2015.09.001\",\"citationCount\":\"8\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Statistical Methodology\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://www.sciencedirect.com/science/article/pii/S1572312715000647\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q\",\"JCRName\":\"Mathematics\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Statistical Methodology","FirstCategoryId":"1085","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S1572312715000647","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q","JCRName":"Mathematics","Score":null,"Total":0}
Correlation structure of the Marshall–Olkin bivariate exponential distribution
We first review the basic properties of Marshall–Olkin bivariate exponential distribution (BVE) and then investigate its correlation structure. We provide the correct reasonings for deriving some properties of the Marshall–Olkin BVE and show that the correlation of the BVE is always smaller than that of its copula regardless of the parameters. The latter implies that the BVE does not have Lancaster’s phenomenon (any nonlinear transformation of variables decreases the correlation in absolute value). The dependence structure of the BVE is also investigated.
期刊介绍：
Statistical Methodology aims to publish articles of high quality reflecting the varied facets of contemporary statistical theory as well as of significant applications. In addition to helping to stimulate research, the journal intends to bring about interactions among statisticians and scientists in other disciplines broadly interested in statistical methodology. The journal focuses on traditional areas such as statistical inference, multivariate analysis, design of experiments, sampling theory, regression analysis, re-sampling methods, time series, nonparametric statistics, etc., and also gives special emphasis to established as well as emerging applied areas.
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