We consider a multivariate survival distribution derived from an inverse Gaussian mixture of exponential distributions. The variables of this multivariate distribution are shown to exhibit total ...

In the paper we present a novel construction of Marshall-Olkin (MO) multivariate exponential distributions of failure times as distributions of the first-passage times of the coordinates of ...

This course is available on the MSc in Statistics, MSc in Statistics (Financial Statistics), MSc in Statistics (Financial Statistics) (Research) and MSc in Statistics (Research). This course is ...