The Multivariate Hazard Construction.
ARIZONA UNIV TUCSON DEPT OF MATHEMATICS
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A new representation, called the total hazard construction, of dependent random variables by means of independent exponential random variables is introduced. Conditions which imply association of nonnegative random variables are found using this construction. Furthermore, new conditions which imply stochastic ordering between two nonnegative random vectors are obtained. These strengthen previous results of the authors. Further applications in reliability theory and in simulation are indicated. Author
- Statistics and Probability