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A Note on the Multivariate Normal Hazard

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  • Ma, Chunsheng

Abstract

For the multivariate log-concave distribution, it is shown that the hazard gradient is increasing in the sense of Johnson and Kotz. As an immediate consequence, the result of Gupta and Gupta (1997) on the multivariate normal hazard is obtained.

Suggested Citation

  • Ma, Chunsheng, 2000. "A Note on the Multivariate Normal Hazard," Journal of Multivariate Analysis, Elsevier, vol. 73(2), pages 282-283, May.
    • Handle: RePEc:eee:jmvana:v:73:y:2000:i:2:p:282-283
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    References listed on IDEAS

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    1. Gupta, Pushpa L. & Gupta, Ramesh C., 1997. "On the Multivariate Normal Hazard," Journal of Multivariate Analysis, Elsevier, vol. 62(1), pages 64-73, 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.
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    Cited by:

    1. Ramesh Gupta & N. Balakrishnan, 2012. "Log-concavity and monotonicity of hazard and reversed hazard functions of univariate and multivariate skew-normal distributions," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 75(2), pages 181-191, February.

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