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Multivariate Exponential Distributions with Constant Failure Rates

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  • Basu, Asit P.
  • Sun, Kai

Abstract

In this paper a multivariate failure rate representation based on Cox's conditional failure rate is introduced, characterizations of the Freund-Block and the Marshall-Olkin multivariate exponential distributions are obtained, and generalizations of the Block-Basu and the Friday-Patil bivariate exponential distributions are proposed.

Suggested Citation

  • Basu, Asit P. & Sun, Kai, 1997. "Multivariate Exponential Distributions with Constant Failure Rates," Journal of Multivariate Analysis, Elsevier, vol. 61(2), pages 159-169, May.
    • Handle: RePEc:eee:jmvana:v:61:y:1997:i:2:p:159-169
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    References listed on IDEAS

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    1. Marshall, Albert W., 1975. "Some comments on the hazard gradient," Stochastic Processes and their Applications, Elsevier, vol. 3(3), pages 293-300, July.
    2. Johnson, N. L. & Kotz, Samuel, 1975. "A vector multivariate hazard rate," Journal of Multivariate Analysis, Elsevier, vol. 5(1), pages 53-66, March.
    3. Hanagal, David D., 1993. "Some inference results in an absolutely continuous multivariate exponential model of Block," Statistics & Probability Letters, Elsevier, vol. 16(3), pages 177-180, February.
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    Cited by:

    1. Kim, Bara & Kim, Jeongsim, 2011. "Representation of Downton’s bivariate exponential random vector and its applications," Statistics & Probability Letters, Elsevier, vol. 81(12), pages 1743-1750.
    2. Wang, Rong-Tsorng, 2007. "A reliability model for multivariate exponential distributions," Journal of Multivariate Analysis, Elsevier, vol. 98(5), pages 1033-1042, May.
    3. Anna Gottard, 2007. "On the inclusion of bivariate marked point processes in graphical models," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 66(3), pages 269-287, November.

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