Accession Number:

AD0765524

Title:

A Vector Valued Multivariate Hazard Rate - I.

Descriptive Note:

Technical rept.,

Corporate Author:

NORTH CAROLINA UNIV CHAPEL HILL DEPT OF STATISTICS

Personal Author(s):

Report Date:

1973-07-01

Pagination or Media Count:

17.0

Abstract:

A new definition of multivariate hazard rate as a vector is proposed. Some general properties consequent on the new definition are derived. Definition of multivariate increasing decreasing hazard rate, IHR DHR, distributed are proposed on this basis. Specific examples of application of the new definition are given for the cases of multivariate Pareto, multinormal, Morganstern-Gumbel-Farlie distributions. Some numerical values are given for bivariate normal distributions with positive correlation. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE