Failure rate of the minimum and maximum of a multivariate normal distribution

DOI10.1007/S001840000093MaRDI QIDQ5953817zbMATH OpenOpenAlexFDO

Authors Pushpa L. Gupta, Ramesh C. Gupta

Publication date 29 January 2002

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s001840000093

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Reliability and life testing (62N05)

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• Some properties of conditional partial moments in the context of stochastic modelling
• Maximum distributions for \(l_{2,p}\)-symmetric vectors are skewed \(l_{1,p}\)-symmetric distributions
• On the existence and uniqueness of the maximum likelihood estimates of the parameters of Birnbaum-Saunders distribution based on type-I, type-II and hybrid censored samples
• Log-concavity of the extremes from Gumbel bivariate exponential distributions
• A robust extension of the bivariate Birnbaum-Saunders distribution and associated inference
• Regression mean residual life of a parallel system of dependent components
• Log-concavity and monotonicity of hazard and reversed hazard functions of univariate and multivariate skew-normal distributions
• On some properties of a class of multivariate Erlang mixtures with insurance applications
• Reliability studies of bivariate Birnbaum-Saunders distribution
• Some properties of the bivariate lognormal distribution for reliability applications
• Some Relationships Between Skew-Normal Distributions and Order Statistics from Exchangeable Normal Random Vectors
• Generalized Mixtures of Gamma and Exponentials and Reliability Properties of the Maximum from Friday and Patil Bivariate Exponential Model
• Asymptotic distribution of law-invariant risk functionals
• Increasing failure rate and decreasing reversed hazard rate properties of the minimum and maximum of multivariate distributions with log-concave densities
• Reliability properties of systems with exchangeable components and exponential conditional distributions

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