On a Test of Independence in a Multivariate Exponential Distribution

1998 ◽  
pp. 381-389
Author(s):  
M. Samanta ◽  
A. Thavaneswaran
Keyword(s):  
Exponential Distribution ◽  
Test Of Independence ◽  
Multivariate Exponential Distribution ◽  
Multivariate Exponential

A multivariate IFR class

1985 ◽  
Vol 22 (01) ◽  
pp. 197-204 ◽  
Author(s):  
Thomas H. Savits
Keyword(s):  
Exponential Distribution ◽  
Failure Rate ◽  
Random Vector ◽  
Increasing Failure Rate ◽  
Rate Distribution ◽  
Weak Limits ◽  
Multivariate Exponential Distribution ◽  
Multivariate Exponential

A non-negative random vector T is said to have a multivariate increasing failure rate distribution (MIFR) if and only if E[h(x, T)] is log concave in x for all functions h(x, t) which are log concave in (x, t) and are non-decreasing and continuous in t for each fixed x. This class of distributions is closed under deletion, conjunction, convolution and weak limits. It contains the multivariate exponential distribution of Marshall and Olkin and those distributions having a log concave density. Also, it follows that if T is MIFR and ψ is non-decreasing, non-negative and concave then ψ (T) is IFR.

A multivariate IFR class

1985 ◽  
Vol 22 (1) ◽  
pp. 197-204 ◽  
Author(s):  
Thomas H. Savits
Keyword(s):  
Exponential Distribution ◽  
Failure Rate ◽  
Random Vector ◽  
Increasing Failure Rate ◽  
Rate Distribution ◽  
Weak Limits ◽  
Multivariate Exponential Distribution ◽  
Multivariate Exponential

A non-negative random vector T is said to have a multivariate increasing failure rate distribution (MIFR) if and only if E[h(x, T)] is log concave in x for all functions h(x, t) which are log concave in (x, t) and are non-decreasing and continuous in t for each fixed x. This class of distributions is closed under deletion, conjunction, convolution and weak limits. It contains the multivariate exponential distribution of Marshall and Olkin and those distributions having a log concave density. Also, it follows that if T is MIFR and ψ is non-decreasing, non-negative and concave then ψ (T) is IFR.

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