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Multivariate Extensions of Univariate Life Distributions

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  • Roy, Dilip
  • Mukherjee, S. P.

Abstract

A general approach for the development of multivariate survival models, based on a set of given marginal survivals, is presented. Preservation of IFR and IFRA properties and the nature of dependence among the variables are examined, and a recursive relation is suggested to obtain the resultant density function. In particular, an absolutely continuous Weibull distribution is derived and a few of its properties are studied.

Suggested Citation

  • Roy, Dilip & Mukherjee, S. P., 1998. "Multivariate Extensions of Univariate Life Distributions," Journal of Multivariate Analysis, Elsevier, vol. 67(1), pages 72-79, October.
    • Handle: RePEc:eee:jmvana:v:67:y:1998:i:1:p:72-79
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    References listed on IDEAS

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    1. Elandt-Johnson, Regina C., 1978. "Some properties of bivariate Gumbel Type A distributions with proportional hazard rates," Journal of Multivariate Analysis, Elsevier, vol. 8(2), pages 244-254, June.
    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. Shanbhag, D. N. & Kotz, S., 1987. "Some new approaches to multivariate probability distributions," Journal of Multivariate Analysis, Elsevier, vol. 22(2), pages 189-211, August.
    4. Lee, Larry, 1979. "Multivariate distributions having Weibull properties," Journal of Multivariate Analysis, Elsevier, vol. 9(2), pages 267-277, June.
    5. Shaked, Moshe, 1982. "A general theory of some positive dependence notions," Journal of Multivariate Analysis, Elsevier, vol. 12(2), pages 199-218, June.
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    Cited by:

    1. Jung, M. & Bai, D.S., 2007. "Analysis of field data under two-dimensional warranty," Reliability Engineering and System Safety, Elsevier, vol. 92(2), pages 135-143.
    2. Dilip Roy, 2004. "Bivariate models from univariate life distributions: A characterization cum modeling approach," Naval Research Logistics (NRL), John Wiley & Sons, vol. 51(5), pages 741-754, August.

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