Accession Number:

ADA170274

Title:

The Multivariate Hazard Construction.

Descriptive Note:

Technical rept.,

Corporate Author:

ARIZONA UNIV TUCSON DEPT OF MATHEMATICS

Personal Author(s):

Report Date:

1985-02-21

Pagination or Media Count:

44.0

Abstract:

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

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE