Gupta, Pushpa L.; Gupta, Ramesh C. - In: Journal of Multivariate Analysis 62 (1997) 1, pp. 64-73
It is well known that the hazard rate of a univariate normal distribution is increasing. In this paper, we prove that the hazard gradient, in the case of general multivariate normal distribution, is increasing in the sense of Johnson and Kotz.