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A Characterization of the Bivariate Exponential Distribution
Author(s) -
Nair N. U.,
Nair V. K. R.
Publication year - 1988
Publication title -
biometrical journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.108
H-Index - 63
eISSN - 1521-4036
pISSN - 0323-3847
DOI - 10.1002/bimj.4710300120
Subject(s) - bivariate analysis , mathematics , gumbel distribution , exponential distribution , exponential function , exponential family , gamma distribution , statistics , econometrics , natural exponential family , component (thermodynamics) , basis (linear algebra) , extreme value theory , mathematical analysis , physics , geometry , thermodynamics
In this article a characterisation of the Gumbel's Bivariate Exponential Distribution is established on the basis of the properties of the conditional expectation of the component variables. The characterising property is proposed as the definition of lack of memory in the bivariate case.