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Log-concavity and monotonicity of hazard and reversed hazard functions of univariate and multivariate skew-normal distributions

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  • Ramesh Gupta

    ()

  • N. Balakrishnan

    ()

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    Abstract

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    File URL: http://hdl.handle.net/10.1007/s00184-010-0321-9
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    Bibliographic Info

    Article provided by Springer in its journal Metrika.

    Volume (Year): 75 (2012)
    Issue (Month): 2 (February)
    Pages: 181-191

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    Handle: RePEc:spr:metrik:v:75:y:2012:i:2:p:181-191

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    Related research

    Keywords: Log-concavity; Monotonicity; Hazard gradient; Reversed hazard function; Multivariate normal distribution; Log-concave density function; Skew-normal distributions; Multivariate skew-normal distributions;

    References

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    Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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    1. Ma, Chunsheng, 2000. "A Note on the Multivariate Normal Hazard," Journal of Multivariate Analysis, Elsevier, vol. 73(2), pages 282-283, May.
    2. Taizhong Hu & Ying Li, 2007. "Increasing failure rate and decreasing reversed hazard rate properties of the minimum and maximum of multivariate distributions with log-concave densities," Metrika, Springer, vol. 65(3), pages 325-330, May.
    3. Bagnoli, M. & Bergstrom, T., 1989. "Log-Concave Probability And Its Applications," Papers 89-23, Michigan - Center for Research on Economic & Social Theory.
    4. Adelchi Azzalini, 2005. "The Skew-normal Distribution and Related Multivariate Families," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 32(2), pages 159-188.
    5. Ramesh Gupta & Rameshwar Gupta, 2004. "Generalized skew normal model," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 13(2), pages 501-524, December.
    6. Yadegari, Iraj & Gerami, Abbas & Khaledi, Majid Jafari, 2008. "A generalization of the Balakrishnan skew-normal distribution," Statistics & Probability Letters, Elsevier, vol. 78(10), pages 1165-1167, August.
    7. Arjun Gupta & John Chen, 2004. "A class of multivariate skew-normal models," Annals of the Institute of Statistical Mathematics, Springer, vol. 56(2), pages 305-315, June.
    8. An, Mark Yuying, 1995. "Logconcavity versus Logconvexity: A Complete Characterization," Working Papers 95-03, Duke University, Department of Economics.
    9. Jorge Navarro & Moshe Shaked, 2010. "Some properties of the minimum and the maximum of random variables with joint logconcave distributions," Metrika, Springer, vol. 71(3), pages 313-317, May.
    10. Jamalizadeh, A. & Balakrishnan, N., 2010. "Distributions of order statistics and linear combinations of order statistics from an elliptical distribution as mixtures of unified skew-elliptical distributions," Journal of Multivariate Analysis, Elsevier, vol. 101(6), pages 1412-1427, July.
    11. Jamalizadeh, A. & Behboodian, J. & Balakrishnan, N., 2008. "A two-parameter generalized skew-normal distribution," Statistics & Probability Letters, Elsevier, vol. 78(13), pages 1722-1726, September.
    12. Gupta, Pushpa L. & Gupta, Ramesh C., 1997. "On the Multivariate Normal Hazard," Journal of Multivariate Analysis, Elsevier, vol. 62(1), pages 64-73, July.
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