Multivariate Extensions of Univariate Life Distributions

Dilip Roy and S. P. Mukherjee

Journal of Multivariate Analysis, 1998, vol. 67, issue 1, 72-79

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.

Keywords: Characterization; modelling; marginal; distribution; joint; distribution; IFR; and; IFRA; classes; Weibull; distribution; exponential; distribution; failure; rate; transform; crude; hazard; rates (search for similar items in EconPapers)
Date: 1998
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Citations: View citations in EconPapers (2)

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