Article ID Journal Published Year Pages File Type
1146293 Journal of Multivariate Analysis 2010 9 Pages PDF
Abstract

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 mixture, J. 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 nn-dimensional distribution are also discussed, and then we analyze the stochastic ageing of its marginals and its minimum and maximum order statistics.

Related Topics
Physical Sciences and Engineering Mathematics Numerical Analysis
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