Some inference results in several symmetric multivariate exponential models

Abstract

In this paper, we consider multivariate exponential models with identical marginals. We obtain MLEs of the parameters and large sample tests for mutual independence of k components in the multivariate exponential models proposed by Weinman (1966), Marshall-Olkin (1967) and Block (1975).

Keywords:

• Fisher information
• GLRT
• MLE
• Mutual independence
• MVED; Simul taneous failures