Multivariate extensions of univariate life distributions

JOURNAL OF MULTIVARIATE ANALYSIS

卷:67

Article

Roy, D ; Mukherjee, SP

关键词: characterization;    modelling;    marginal distribution;    joint distribution;    IFR and IFRA classes;    Weibull distribution;    exponential distribution;    failure rate transform;    crude hazard rates;   

DOI  :  10.1006/jmva.1998.1754

来源: Elsevier

【 摘 要 】

A general approach for the development of multivariate survival models, based on a set of given marginal survivals, is presented. Preservation of IFR and IFRA properties and the nature of dependence among the variables are examined, and a recursive relation is suggested to obtain the resultant density function. In particular, an absolutely continuous Weibull distribution is derived and a few of its properties are studied. (C) 1998 Academic Press

【 授权许可】

Free