A Vector Valued Multivariate Hazard Rate - I.

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)

Document Details

Document Type
Technical Report
Publication Date
Jul 01, 1973
Accession Number
AD0765524

Entities

People

  • Norman L. Johnson
  • S. Kotz

Organizations

  • University of North Carolina at Chapel Hill

Tags

DTIC Thesaurus Topics

  • Behavior And Behavior Mechanisms
  • Behavioral Disciplines And Activities
  • Behavioral Sciences
  • Cooperation
  • Distribution Functions
  • Functions (Mathematics)
  • Group Dynamics
  • Mathematics
  • Normal Distribution
  • Psychology

Fields of Study

  • Mathematics

Readers

  • Educational Psychology
  • Statistical inference.