On the multivariate normal hazard

被引：10

作者：

Gupta, PL

Gupta, RC

机构：

[1] University of Maine, Orono, ME

来源：

JOURNAL OF MULTIVARIATE ANALYSIS | 1997年 / 62卷 / 01期

关键词：

multivariate normal distribution; multivariate increasing hazard rate; hazard gradient;

D O I：

10.1006/jmva.1997.1675

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

It is well known that the hazard rate of a univariate normal distribution is increasing. In this paper, we prove that the hazard gradient, in the case of general multivariate normal distribution, is increasing in the sense of Johnson and Kotz. (C) 1997 Academic Press.

引用

页码：64 / 73

页数：10