scholarly journals The BALM Copula

2013 ◽  
Vol 2013 ◽  
pp. 1-6 ◽  
Author(s):  
Boyan Dimitrov ◽  
Nikolai Kolev
Keyword(s):  
Random Environment ◽  
Probability Distributions ◽  
Memory Property ◽  
Lack Of Memory Property

The class of probability distributions possessing the almost-lack-of-memory property appeared about 20 years ago. It reasonably took place in research and modeling, due to its suitability to represent uncertainty in periodic random environment. Multivariate version of the almost-lack-of-memory property is less known, but it is not less interesting. In this paper we give the copula of the bivariate almost-lack-of-memory (BALM) distributions and discuss some of its properties and applications. An example shows how the Marshal-Olkin distribution can be turned into BALM and what is its copula.

scholarly journals On revelation transforms that characterize probability distributions

1993 ◽  
Vol 6 (4) ◽  
pp. 345-357 ◽  
Author(s):  
S. Chukova ◽  
B. Dimitrov ◽  
J.-P. Dion
Keyword(s):  
Exponential Distribution ◽  
Probability Distributions ◽  
Random Variables ◽  
Memory Property ◽  
Lack Of Memory Property

A characterization of exponential, geometric and of distributions with almost-lack-of-memory property, based on the “revelation transform of probability distributions” and “relevation of random variables” is discussed. Known characterizations of the exponential distribution on the base of relevation transforms given by Grosswald et al. [4], and Lau and Rao [7] are obtained under weakened conditions and the proofs are simplified. A characterization the class of almost-lack-of-memory distributions through the relevation is specified.

On distributions having the almost-lack-of-memory property

1992 ◽  
Vol 29 (3) ◽  
pp. 691-698 ◽  
Author(s):  
S. Chukova ◽  
B. Dimitrov
Keyword(s):  
Random Variables ◽  
Unreliable Server ◽  
Memory Property ◽  
The Given ◽  
Lack Of Memory Property

It is shown that random variables X exist, not exponentially or geometrically distributed, such thatP{X – b ≧ x | X ≧ b} = P{X ≧ x}for all x > 0 and infinitely many different values of b. A class of distributions having the given property is exhibited. We call them ALM distributions, since they almost have the lack-of-memory property. For a given subclass of these distributions some phenomena relating to service by an unreliable server are discussed.

Probability Distributions in Periodic Random Environment and Their Applications

1997 ◽  
Vol 57 (2) ◽  
pp. 501-517 ◽  
Author(s):  
Boyan Dimitrov ◽  
David Green ◽  
Stefanka Chukova
Keyword(s):  
Random Environment ◽  
Probability Distributions

scholarly journals Sibuya-type bivariate lack of memory property

2015 ◽  
Vol 134 ◽  
pp. 119-128 ◽  
Author(s):  
Jayme Pinto ◽  
Nikolai Kolev
Keyword(s):  
Memory Property ◽  
Lack Of Memory Property

A characterization of the geometric distribution

1974 ◽  
Vol 11 (03) ◽  
pp. 609-611
Author(s):  
A. C. Dallas
Keyword(s):  
Geometric Distribution ◽  
Conditional Variance ◽  
Memory Property ◽  
Lack Of Memory Property

The geometric distribution is characterized. The lack of memory property is replaced by the constancy of the conditional variance. Then the characterization is obtained.

Some multivariate lifetime distributions

1987 ◽  
Vol 19 (01) ◽  
pp. 138-155 ◽  
Author(s):  
S. G. Ghurye
Keyword(s):  
Multivariate Distributions ◽  
Lifetime Distributions ◽  
Memory Property ◽  
The Family ◽  
Lack Of Memory Property ◽  
Multivariate Exponential ◽  
Family Of Distributions

The family of distributions which have the lack-of-memory property is extended by incorporating simple patterns of ageing in the model. Some relatively simple multivariate distributions, obtained in this manner, might prove to be more realistic than distributions like the multivariate exponential.

Sign in / Sign up

Export Citation Format

Share Document