Bivariate geometric distributions

Abstract:

In this paper we analyze a bivariate geometric distribution with probabil- ity mass function, probability generating function, correlation and some prop- erties. Then we consider a bivariate geometric compound distribution with its Laplace transform. In the case of exponentially distributed compounding ran- dom variables we obtain the Marshall–Olkin exponential distribution. Finally, we consider a second type bivariate geometric distribution. The corresponding compound geometric distribution with exponentially distributed compounding random variables simplifies to the independent case.

Año de publicación:

2014

Keywords:

• Bivariate discrete distributions
• Com- pound distributions
• Geometric distribution
• MARSHALL–Olkin exponential distribution

Fuente:

scopus