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Multivariate Extensions of Univariate Life Distributions

Authors
Journal
Journal of Multivariate Analysis
0047-259X
Publisher
Elsevier
Publication Date
Volume
67
Issue
1
Identifiers
DOI: 10.1006/jmva.1998.1754
Keywords
  • Characterization
  • Modelling
  • Marginal Distribution
  • Joint Distribution
  • Ifr And Ifra Classes
  • Weibull Distribution
  • Exponential Distribution
  • Failure Rate Transform
  • Crude Hazard Rates

Abstract

Abstract A general approach for the development of multivariate survival models, based on a set of given marginal survivals, is presented. Preservation of IFR and IFRA properties and the nature of dependence among the variables are examined, and a recursive relation is suggested to obtain the resultant density function. In particular, an absolutely continuous Weibull distribution is derived and a few of its properties are studied.

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