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Department of Mathematical Sciences

Seminars

This week's seminars

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

Research Seminars by Series

The research groups in the Department of Mathematical Sciences hold several seminar series in term time. Information on date, time and location are available here.

For information on previous years' seminars please see the seminar archives pages.