On the Multivariate Normal Hazard

Pushpa L. Gupta and Ramesh C. Gupta

Journal of Multivariate Analysis, 1997, vol. 62, issue 1, 64-73

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; normal; distribution; multivariate; increasing; hazard; rate; hazard; gradient (search for similar items in EconPapers)
Date: 1997
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Citations: View citations in EconPapers (3)

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