The Multivariate Hazard Construction.

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)

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Document Details

Document Type
Technical Report
Publication Date
Feb 21, 1985
Accession Number
ADA170274

Entities

People

  • J. G. Shanthikumar
  • Moshe Shaked

Organizations

  • University of Arizona

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  • Materials and Manufacturing Processes

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  • Air Force
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Fields of Study

  • Mathematics

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  • Operations Research
  • Regression Analysis.