Increasing failure rate and decreasing reversed hazard rate properties of the minimum and maximum of multivariate distributions with log-concave densities

DOI10.1007/s00184-006-0079-2zbMath1433.62133OpenAlexW2056226155MaRDI QIDQ745395

Taizhong Hu, Ying Li

Publication date: 14 October 2015

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-006-0079-2

zbMATH Keywords

log-concavitymultivariate normal distributionincreasing failure ratedecreasing reversed hazard rateelliptically contoured distributions

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Reliability and life testing (62N05)

Related Items (2)

Log-concavity and monotonicity of hazard and reversed hazard functions of univariate and multivariate skew-normal distributions ⋮ Some properties of the minimum and the maximum of random variables with joint logconcave distributions

Cites Work

• Some results on the multivariate truncated normal distribution
• A review of selected topics in multivariate probability inequalities
• Log-concave probability and its applications
• Failure rate of the minimum and maximum of a multivariate normal distribution
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