Multivariate Exponential Distributions with Constant Failure Rates
In this paper a multivariate failure rate representation based on Cox's conditional failure rate is introduced, characterizations of the Freund-Block and the Marshall-Olkin multivariate exponential distributions are obtained, and generalizations of the Block-Basu and the Friday-Patil bivariate exponential distributions are proposed.
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Volume (Year): 61 (1997)
Issue (Month): 2 (May)
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References listed on IDEAS
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- Marshall, Albert W., 1975. "Some comments on the hazard gradient," Stochastic Processes and their Applications, Elsevier, vol. 3(3), pages 293-300, July.
- Hanagal, David D., 1993. "Some inference results in an absolutely continuous multivariate exponential model of Block," Statistics & Probability Letters, Elsevier, vol. 16(3), pages 177-180, February.
- Johnson, N. L. & Kotz, Samuel, 1975. "A vector multivariate hazard rate," Journal of Multivariate Analysis, Elsevier, vol. 5(1), pages 53-66, March.
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