A Note on the Multivariate Normal Hazard
✍
Chunsheng Ma
📂
Article
📅
2000
🏛
Elsevier Science
🌐
English
⚖ 66 KB
For the multivariate log-concave distribution, it is shown that the hazard gradient is increasing in the sense of Johnson and Kotz. As an immediate consequence, the result of Gupta and Gupta (1997) on the multivariate normal hazard is obtained.