Functional equations involving Sibuya's dependence function

Kolev, Nikolai; Pinto, Jayme

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(Reference retrieved automatically from Web of Science through information on FAPESP grant and its corresponding number as mentioned in the publication by the authors.)

Functional equations involving Sibuya's dependence function

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Author(s):	Kolev, Nikolai ^[1] ; Pinto, Jayme ^[1] Total Authors: 2
Affiliation:	^[1] Univ Sao Paulo, Dept Stat, BR-05508090 Sao Paulo, SP - Brazil Total Affiliations: 1
Document type:	Journal article
Source:	AEQUATIONES MATHEMATICAE; v. 92, n. 3, p. 441-451, JUN 2018.
Web of Science Citations:	0
Abstract
We introduce a new probability aging notion via a functional equation based on the tail invariance of Sibuya's dependence function which is specified as the ratio between the joint survival function and the product of its marginal survival functions. Solutions of the functional equation are generated by Gumbel's type I bivariate exponential distribution and independence law. In a particular setting, we construct a version of Gumbel's law with a singular component. (AU)

FAPESP's process:	13/07375-0 - CeMEAI - Center for Mathematical Sciences Applied to Industry
Grantee:	Francisco Louzada Neto
Support Opportunities:	Research Grants - Research, Innovation and Dissemination Centers - RIDC

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