Title of article :
On the Multivariate Normal Hazard
Author/Authors :
Gupta، نويسنده , , Pushpa L. and Gupta، نويسنده , , Ramesh C.، نويسنده ,
Issue Information :
دوفصلنامه با شماره پیاپی سال 1997
Abstract :
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.
Keywords :
multivariate increasing hazard rate , hazard gradient , Multivariate normal distribution
Journal title :
Journal of Multivariate Analysis
Journal title :
Journal of Multivariate Analysis
