The multivariate hazard construction
AbstractA representation, called the total hazard construction, of dependent random variables by means of independent exponential random variables is studied. Conditions which imply association of nonnegative random variables are found using this construction. Furthermore, new conditions which imply stochastic ordering between two nonnegative random vectors are obtained. These strengthen previous results of the authors. Further applications in reliability theory and in simulation are indicated.
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Bibliographic InfoArticle provided by Elsevier in its journal Stochastic Processes and their Applications.
Volume (Year): 24 (1987)
Issue (Month): 2 (May)
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