A Note on the Multivariate Normal Hazard

For the multivariate log-concave distribution, it is shown that the hazard gradient is increasing in the sense of Johnson and Kotz. As an immediate consequence, the result of Gupta and Gupta (1997) on the multivariate normal hazard is obtained.

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Year of publication:	2000
Authors:	Ma, Chunsheng
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 73.2000, 2, p. 282-283
Publisher:	Elsevier
Subject:	multivariate increasing hazard rate \| hazard gradient \| log-concave distribution

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005106977