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Abstract

A class of bivariate distributions that generalize Marshall-Olkin's one is characterized through a functional equation which involves two associative operations. The obtained distributions concentrate positive mass on the linex=y when the two associative operations coincide; otherwise a positive mass is concentrated on a continuous monotone function.

Key words and phrases  Characterization - functional equation - Marshall-Olkin distribution - lack of memory property - copula

Work performed while the authors were members of CNR-GNAFA.

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