Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1147006 | Journal of Multivariate Analysis | 2008 | 12 Pages |
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.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Numerical Analysis
Authors
N. Unnikrishnan Nair, P.G. Sankaran,