Some comments on the hazard gradient

Albert W. Marshall

Stochastic Processes and their Applications, 1975, vol. 3, issue 3, 293-300

Abstract: For random variables T1,...,Tn, the gradient of R(t) = -logP{T1 > t1,...,Tn > tn} is called the hazard gradient. Some properties of this multivariate version of the hazard rate are demonstrated, and some examples are given to show the usefulness of the hazard gradient in characterizing distributions or families of distributions.

Keywords: hazard; rate; hazard; gradient (search for similar items in EconPapers)
Date: 1975
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Citations: View citations in EconPapers (15)

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