Characterizations of multivariate life distributions |
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Authors: | N. Unnikrishnan Nair |
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Affiliation: | Department of Statistics, Cochin University of Science and Technology, Cochin 682 022, Kerala, India |
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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. |
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Keywords: | 62H05 62N05 |
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