A multivariate extension of Sarhan and Balakrishnan's bivariate distribution and its ageing and dependence properties

被引：7

作者：

Franco, Manuel ^{[1
]}

Vivo, Juana-Maria ^{[2
]}

机构：

[1] Univ Murcia, Dept Stat & Operat Res, E-30100 Murcia, Spain

[2] Univ Murcia, Dept Quantitat Methods Econ, E-30100 Murcia, Spain

来源：

JOURNAL OF MULTIVARIATE ANALYSIS | 2010年 / 101卷 / 03期

关键词：

Increasing failure rate; Right corner set increasing; Positively quadrant dependent; Positively upper orthant dependent; Extreme statistics; EXPONENTIAL-DISTRIBUTION; POSITIVE DEPENDENCE;

D O I：

10.1016/j.jmva.2009.08.008

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：

A new class of bivariate distributions (NBD) was recently introduced by Sarhan and Balakrishnan [A.M. Sarhan, N. Balakrishnan, A new class of bivariate distributions and its mixtureJ Multivariate Anal. 98 (2007) 1508-1527]. In this note, we give the joint survival function of a multivariate extension of the NBD, which is not an absolutely continuous multivariate distribution, and its marginal and extreme order statistics distributions are also derived. The multivariate ageing and dependence properties of the proposed n-dimensional distribution are also discussed, and then we analyze the stochastic ageing of its marginals and its minimum and maximum order statistics. (C) 2009 Elsevier Inc. All rights reserved.

引用

页码：491 / 499

页数：9

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