It is well known that the hazard rate of a univariate normal distribution is increasing. \textit{N. L. Johnson} and \textit{S. Kotz} [ibid. 5, 53-66 (1975; Zbl 0297.60013)] presented a vector definition of multivariate hazard rates and associated definitions of increasing and decreasing multivariate distributions. They showed that in a bivariate normal case, the bivariate hazard is increasing provided that the correlation coefficient is positive. We first show that in the bivariate normal case, the hazard rate is increasing without the condition on the correlation coefficient imposed by Johnson and Kotz. The result is then extended to the trivariate normal case and finally to the general \(m\)-dimensional multivariate case.
- The multivariate hazard construction
- A note on the multivariate normal hazard
- Preservation of failure rate function shape in weighted distributions
- A characterization of the multivariate normal distribution by using the hazard gradient
- Generalized skew normal model
- Monotonicity of the (reversed) hazard rate of the (maximum) minimum in bivariate distribu\-tions
- Bivariate sinh-normal distribution and a related model
- Log-concavity of the extremes from Gumbel bivariate exponential distributions
- Log-concavity and monotonicity of hazard and reversed hazard functions of univariate and multivariate skew-normal distributions
- On Some Association Measures in the Multivariate Normal Distribution
- Reliability studies of bivariate Birnbaum-Saunders distribution
- On the hazard rate of the lognormal distribution
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