The BALM copula

Boyan N. Dimitrov; Nikolai Kolev

doi:10.1155/2013/652364

The BALM copula

Boyan N. Dimitrov, Nikolai Kolev

Kettering University

University of São Paulo

Research output: Contribution to journal › Article › peer-review

Abstract

The class of probability distributions possessing the almost-lack-of-memory property appeared about 20 years ago. It reasonably took place in research and modeling, due to its suitability to represent uncertainty in periodic random environment. Multivariate version of the almost-lack-of-memory property is less known, but it is not less interesting. In this paper we give the copula of the bivariate almost-lack-of-memory (BALM) distributions and discuss some of its properties and applications. An example shows how the Marshal-Olkin distribution can be turned into BALM and what is its copula.

Original language	American English
Journal	International Journal of Stochastic Analysis
Volume	2013
DOIs	https://doi.org/10.1155/2013/652364
State	Published - Jan 1 2013

Disciplines

Mathematics

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The BALM copula

Abstract

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