• Title of article

    Characterizations of multivariate life distributions

  • Author/Authors

    Nair، نويسنده , , N. Unnikrishnan and Sankaran، نويسنده , , P.G.، نويسنده ,

  • Issue Information
    دوفصلنامه با شماره پیاپی سال 2008
  • Pages
    12
  • From page
    2096
  • To page
    2107
  • Abstract
    Characterizations of multivariate distributions has been a topic of great interest in applied statistics literature for the last three decades. In this paper, we develop characterizations of multivariate lifetime distributions by relationship between multivariate failure rates (reversed failure rates) and the left (right) truncated expectations of functions of random variables. We, then, discuss the application of the results to derive a multivariate Stein type identity.
  • Keywords
    multivariate failure rates , Multivariate reversed failure rates , Stein’s Identity , Pearson family , 62H05 , 62N05 , Multivariate distributions , Conditional expectation
  • Journal title
    Journal of Multivariate Analysis
  • Serial Year
    2008
  • Journal title
    Journal of Multivariate Analysis
  • Record number

    1559026