Title of article :
Characterizations of multivariate life distributions
Author/Authors :
Nair، نويسنده , , N. Unnikrishnan and Sankaran، نويسنده , , P.G.، نويسنده ,
Issue Information :
دوفصلنامه با شماره پیاپی سال 2008
Pages :
12
From page :
2096
To page :
2107
Abstract :
Characterizations of multivariate distributions has been a topic of great interest in applied statistics literature for the last three decades. In this paper, we develop characterizations of multivariate lifetime distributions by relationship between multivariate failure rates (reversed failure rates) and the left (right) truncated expectations of functions of random variables. We, then, discuss the application of the results to derive a multivariate Stein type identity.
Keywords :
multivariate failure rates , Multivariate reversed failure rates , Stein’s Identity , Pearson family , 62H05 , 62N05 , Multivariate distributions , Conditional expectation
Journal title :
Journal of Multivariate Analysis
Serial Year :
2008
Journal title :
Journal of Multivariate Analysis
Record number :
1559026
Link To Document :
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