Functional equations involving Sibuya's dependence function

Autor(es)

Kolev, Nikolai ^[1] ; Pinto, Jayme ^[1]

Afiliação do(s) autor(es)

^[1] Univ Sao Paulo, Dept Stat, BR-05508090 Sao Paulo, SP - Brazil

• Tipo de documento: Artigo Científico
• Fonte: AEQUATIONES MATHEMATICAE; v. 92, n. 3, p. 441-451, JUN 2018.
• Citações Web of Science: 0

Resumo

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)

• Processo FAPESP: 13/07375-0 - CeMEAI - Centro de Ciências Matemáticas Aplicadas à Indústria
• Beneficiário: José Alberto Cuminato
• Linha de fomento: Auxílio à Pesquisa - Centros de Pesquisa, Inovação e Difusão - CEPIDs