On the Multivariate Normal Hazard
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.
Volume (Year): 62 (1997)
Issue (Month): 1 (July)
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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.
- 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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