Some comments on the hazard gradient

For random variables T1,...,Tn, the gradient of R(t) = -logP{T1 > t1,...,Tn > tn} is called the hazard gradient. Some properties of this multivariate version of the hazard rate are demonstrated, and some examples are given to show the usefulness of the hazard gradient in characterizing distributions or families of distributions.

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Year of publication:	1975
Authors:	Marshall, Albert W.
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 3.1975, 3, p. 293-300
Publisher:	Elsevier
Subject:	hazard rate hazard gradient

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

Persistent link: https://www.econbiz.de/10008874811