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Characterizations of multivariate life distributions

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  • Nair, N. Unnikrishnan
  • Sankaran, P.G.

Abstract

Characterizations of multivariate distributions has been a topic of great interest in applied statistics literature for the last three decades. In this paper, we develop characterizations of multivariate lifetime distributions by relationship between multivariate failure rates (reversed failure rates) and the left (right) truncated expectations of functions of random variables. We, then, discuss the application of the results to derive a multivariate Stein type identity.

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  • Nair, N. Unnikrishnan & Sankaran, P.G., 2008. "Characterizations of multivariate life distributions," Journal of Multivariate Analysis, Elsevier, vol. 99(9), pages 2096-2107, October.
    • Handle: RePEc:eee:jmvana:v:99:y:2008:i:9:p:2096-2107
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    References listed on IDEAS

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    1. P. Sankaran & N. Nair & T. Sindhu, 2003. "A generalized Pearson system useful in reliability analysis," Statistical Papers, Springer, vol. 44(1), pages 125-130, January.
    2. Bovas Abraham & N. Nair, 2001. "On characterizing mixtures of some life distributions," Statistical Papers, Springer, vol. 42(3), pages 387-393, July.
    3. Johnson, N. L. & Kotz, Samuel, 1975. "A vector multivariate hazard rate," Journal of Multivariate Analysis, Elsevier, vol. 5(1), pages 53-66, March.
    4. Chou, Jine-Phone, 1988. "An identity for multidimensional continuous exponential families and its applications," Journal of Multivariate Analysis, Elsevier, vol. 24(1), pages 129-142, January.
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    Cited by:

    1. P.G. Sankaran & N.N. Midhu, 2017. "Nonparametric estimation of mean residual quantile function under right censoring," Journal of Applied Statistics, Taylor & Francis Journals, vol. 44(10), pages 1856-1874, July.
    2. P. Sankaran & N. Midhu, 2016. "Testing exponentiality using mean residual quantile function," Statistical Papers, Springer, vol. 57(1), pages 235-247, March.

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