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Department of Mathematical Sciences

Seminar Archives

On this page you can find information about seminars in this and previous academic years, where available on the database.

Statistics Seminars: Functional Equations Involving Sibuya's Dependence Function

Presented by Nikolai Kolev, USP, Sao Paulo (IME)

18 June 2018 14:00 in CM221

We introduce a new probability aging notion via functional equation based on tail nvariance of Sibuya's dependence function 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 the 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.

Contact sunil.chhita@durham.ac.uk for more information