Multivariate Extensions of Univariate Life Distributions

A general approach for the development of multivariate survival models, based on a set of given marginal survivals, is presented. Preservation of IFR and IFRA properties and the nature of dependence among the variables are examined, and a recursive relation is suggested to obtain the resultant density function. In particular, an absolutely continuous Weibull distribution is derived and a few of its properties are studied.

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Year of publication:	1998
Authors:	Roy, Dilip ; Mukherjee, S. P.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 67.1998, 1, p. 72-79
Publisher:	Elsevier
Keywords:	Characterization modelling marginal distribution joint distribution IFR and IFRA classes Weibull distribution exponential distribution failure rate transform crude hazard rates

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

Persistent link: https://www.econbiz.de/10005221606