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A Note on the Multivariate Normal Hazard

โœ Scribed by Chunsheng Ma

Publisher
Elsevier Science
Year
2000
Tongue
English
Weight
66 KB
Volume
73
Category
Article
ISSN
0047-259X

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โœฆ Synopsis

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.

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