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A NOTE ON BIVARIATE DUAL GENERALIZED MARSHALL–OLKIN DISTRIBUTIONS WITH APPLICATIONS

Published online by Cambridge University Press:  28 March 2013

Rui Fang
Affiliation:
School of Mathematical Sciences, Xiamen University, Xiamen 361005, China E-mail: mathxhli@hotmail.com; xhli@lzu.edu.cn
Xiaohu Li
Affiliation:
School of Mathematical Sciences, Xiamen University, Xiamen 361005, China E-mail: mathxhli@hotmail.com; xhli@lzu.edu.cn
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Abstract

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This note introduces bivariate dual generalized Marshall–Olkin distribution and builds a comparison result on the copula of this distribution. Several applications in survival analysis and actuarial science are presented as well.

Information

Type
Research Article
Copyright
Copyright © Cambridge University Press 2013