Article ID Journal Published Year Pages File Type
1147006 Journal of Multivariate Analysis 2008 12 Pages PDF
Abstract

Characterizations of multivariate distributions has been a topic of great interest in applied statistics literature for the last three decades. In this paper, we develop characterizations of multivariate lifetime distributions by relationship between multivariate failure rates (reversed failure rates) and the left (right) truncated expectations of functions of random variables. We, then, discuss the application of the results to derive a multivariate Stein type identity.

Related Topics
Physical Sciences and Engineering Mathematics Numerical Analysis
Authors
, ,