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

被引：24

作者：

Gupta, PL ^{[1
]}

Gupta, RC ^{[1
]}

机构：

[1] Univ Maine, Dept Math & Stat, Orono, ME 04469 USA

来源：

METRIKA | 2001年 / 53卷 / 01期

关键词：

maximum; minimum; failure rate; monotonicity;

D O I：

10.1007/s001840000093

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 if the parent distribution has a nonnegative support and has increasing failure rate (IFR), then all the order statistics have IFR. The result is not necessarily true in the case of bivariate distributions with dependent structures. In this paper we consider a multivariate normal distribution and prove that, the distributions of the minimum and maximum retain the IFR property.

引用

页码：39 / 49

页数：11

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