A review is provided of the continuous and discrete distributions introduced by the eminent Professors Marshall and Olkin. The topics reviewed include: bivariate geometric distribution, extreme value behavior, bivariate negative binomial distribution, bivariate exponential distribution, concomitants, reliability, distributions of sums and ratios, Ryu's bivariate exponential distribution, bivariate Pareto distribution and generalized exponential and Weibull distributions. Some hitherto unknown results about these distributions are also mentioned.Keywords Continuous distributions · Discrete distributions · Marshall and Olkin's distributions
IntroductionThe contribution of Professors Marshall and Olkin to statistics has been and continues to be phenomenal. In this note, we review the continuous and discrete distributions-both univariate and bivariate-introduced by Professors Marshall and Olkin. We also derive some hitherto unknown results about Marshall and Olkin's distributions.
Bivariate Geometric DistributionThe bivariate geometric distribution can be constructed in different ways. Marshall and Olkin [21] provided a construction based on the sequence of bivariate Bernoulli random variables. Consider a vector (U, V ) having Bernoulli marginals. This vector has only four This is a tribute to the work of Professors Marshall and Olkin.