Abstract
The class of infinitely extendible Marshall-Olkin distributions is characterized. A d-dimensional random vector (tau_1,...,tau_d)' on (Omega,F,P), following a Marshall-Olkin distribution, is parameterized by 2^d-1 parameters. A criterion on these parameters is given to decide whether or not there exists a sub-sigma-algebra G of F such that the random variables tau_1,...,tau_d are conditionally i.i.d. given G. This result makes use of the solution of the truncated Hausdorff's moment problem and a relation of the Marshall-Olkin distribution with inverse Pascal triangles.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
