Extendibility of Marshall–Olkin distributions and inverse Pascal triangles

Jan-Frederik Mai, Matthias Scherer
2013 Brazilian Journal of Probability and Statistics  
Necessary and sufficient conditions are derived on the parameters of a d-dimensional random vector with Marshall-Olkin distribution to be extendible to an infinite exchangeable sequence. Interpreted differently, this result allows to decide if the respective multivariate exponential distribution can be constructed by means of a model with conditionally independent and identically distributed components. The proof makes use of the solution of the truncated Hausdorff moment problem and a
more » ... blem and a reparameterization of the Marshall-Olkin distribution.
doi:10.1214/11-bjps158 fatcat:p574ksxbsrbbtipwv2jepc6osy