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
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