Multivariate Distributions with Exponential Minimums
具有指数型子集最小值的多元分布
The multivariate distribution of a set of random variables has exponential minimums if the minimum over each subset of the variables has an exponential distribution. Such distributions are shown equivalent to the more strongly structured multivariate exponential distributions described by Marshall and Olkin in 1967 in the sense that a multivariate exponential distribution can be found that gives the same marginal distribution for each minimum. The basic application of the…