Arnold, Barry C. Bivariate distributions with Pareto conditionals. (English) Zbl 0617.62051 Stat. Probab. Lett. 5, 263-266 (1987). For a fixed \(\alpha >0\), the totality of bivariate densities with all conditionals being of the Pareto (\(\alpha)\) form is identified. The resulting family is of the form \[ f(x,y)\propto [1+\lambda_ 1x+\lambda_ 2y+\phi \lambda_ 1\lambda_ 2xy]^{-(\alpha +1)} \] for suitable choices of \(\lambda_ 1\), \(\lambda_ 2\) and \(\phi\). Cited in 2 ReviewsCited in 24 Documents MSC: 62H05 Characterization and structure theory for multivariate probability distributions; copulas Keywords:Pareto conditionals; bivariate densities; Pareto distribution; conditional densities PDFBibTeX XMLCite \textit{B. C. Arnold}, Stat. Probab. Lett. 5, 263--266 (1987; Zbl 0617.62051) Full Text: DOI References: [1] Arnold, B. C., Pareto Distributions (1983), International Cooperative Publishing House: International Cooperative Publishing House Fairland, Maryland · Zbl 1169.62307 [2] Castillo, E.; Galambos, J., Bivariate distributions with normal conditionals (1985), to appear · Zbl 0711.62042 [3] Mardia, K. V., Multivariate Pareto distributions, Annals of Mathematical Statistics, 33, 1008-1015 (1962) · Zbl 0109.13303 This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.