A Characterization of a Bivariate Exponential Distribution
Block, Henry W.
Ann. Statist., Tome 5 (1977) no. 1, p. 808-812 / Harvested from Project Euclid
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The independence of $U = \min (X, Y)$ and $V = X - Y$ or $W = |X - Y|$ is studied where $X$ and $Y$ are not assumed to be independent. The bivariate exponential distribution of Marshall and Olkin is characterized as the distribution with exponential marginals where $U$ is exponential and independent of $V$.
Publié le : 1977-07-14
Classification:  Bivariate exponential distributions,  characterizations,  62H10,  62E10 
@article{1176343905,
     author = {Block, Henry W.},
     title = {A Characterization of a Bivariate Exponential Distribution},
     journal = {Ann. Statist.},
     volume = {5},
     number = {1},
     year = {1977},
     pages = { 808-812},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176343905}
}

Block, Henry W. A Characterization of a Bivariate Exponential Distribution. Ann. Statist., Tome 5 (1977) no. 1, pp.  808-812. http://gdmltest.u-ga.fr/item/1176343905/