In recent papers, Johnson and Kotz (Amer. Statist.44, 245-249 (1990); Math. Sci.15, 42-52 (1990)) have explored the utility of moment calculations as a simple way of establishing distributional forms. In particular a characterization theorem for beta distributions has been proved. In this paper...

A vector definition of multivariate hazard rate, and associated definitions of increasing and decreasing multivariate hazard rate distributions are presented. Consequences of these definitions are worked out in a number of special cases. Relationships between hazard rate and orthant dependence...

In this paper, we establish some results for the increasing convex comparisons of generalized order statistics. First, we prove that if the minimum of two sets of generalized order statistics are ordered in the increasing convex order, then the remaining generalized order statistics are also...

Indirect censoring is defined as the effect on observed variables of censoring on unobserved variables. Methods of testing for indirect censoring are discussed, and exemplified, using a bivariate Farlie-Gumbel-Morgenstern distribution.

The Kotz-type distributions form an important class of multivariate elliptical distributions. These distributions are studied in Fang et al. [Symmetric Multivariate and Related Distributions, Chap. 3.2. Chapman and Hall, London]. In the particular case when the shape parameters s equals 1,...

We extend and generalize to the multivariate set-up our earlier investigations related to expected remaining life functions and general hazard measures including representations and stability theorems for arbitrary probability distributions in terms of these concepts. (The univariate case is...

Based on an analysis of copulas of elliptically contoured distributions, joint densities of continuous variables with given strictly increasing marginal distributions are constructed. A method utilized for this procedure is to embed the spherical distribution quantile transformation of each...

A new family of continuous multivariate distributions is introduced, generalizing the canonical form of the multivariate normal distribution. The well-known univariate version of this family, as developed by Box, Tiao and Lund, among others, has proven a valuable tool in Bayesian analysis and...

In this paper we provide rather weak conditions on a distribution which would guarantee that the t-statistic of a random vector of order n follows the t-distribution with n-1 degrees of freedom. The results sharpen the earlier conclusions of Mauldon [Characterizing properties of statistical...