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

被引：0

作者：

Pushpa L. Gupta

Ramesh C. Gupta

机构：

[1] Department of Mathematics and Statistics,

[2] University of Maine,undefined

[3] Orono,undefined

[4] Maine 04469-5752,undefined

[5] USA (e-mail: RCGUPTA@maine.maine.edu),undefined

来源：

Metrika | 2001年 / 53卷

关键词：

Key words: Maximum; minimum; failure rate; monotonicity;

D O I：

暂无

中图分类号：

学科分类号：

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：10