Multivariate extensions of univariate life distributions

From MaRDI portal





For \(i=1,2,\dots,p\), let \(F_i\) be a univariate distribution function. Denote \(\overline F_i=1-F_i\) and \(R_i=-\log\overline F_i\). The authors study the multivariate survival function \(\overline F\) defined by \[ \overline F(x_1,x_2,\dots,x_p)=\exp\left[-\left\{\sum^p_{i=1}\bigl(R_i(x_i)\bigr)^\nu\right\}^{1/\nu}\right], \] where \(\nu\geq 1\) is the dependency parameter. In particular, they obtain an expression for the corresponding density function, and they show some preservations of aging properties. The nature of dependence of \(\overline F\) is also examined. Finally the authors study the particular case where each \(F_i\) is a univariate Weibull distribution.











This page was built for publication: Multivariate extensions of univariate life distributions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1272745)