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Multivariate Extensions of Univariate Life Distributions

✍ Scribed by Dilip Roy; S.P. Mukherjee

Publisher
Elsevier Science
Year
1998
Tongue
English
Weight
150 KB
Volume
67
Category
Article
ISSN
0047-259X

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✦ Synopsis

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.

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