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Log-concavity and monotonicity of hazard and reversed hazard functions of univariate and multivariate skew-normal distributions

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  • Ramesh Gupta
  • N. Balakrishnan

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  • 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.
    • Handle: RePEc:spr:metrik:v:75:y:2012:i:2:p:181-191
    DOI: 10.1007/s00184-010-0321-9
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    References listed on IDEAS

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    1. Ramesh Gupta & Rameshwar Gupta, 2004. "Generalized skew normal model," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 13(2), pages 501-524, December.
    2. Jamalizadeh, A. & Balakrishnan, N., 2010. "Distributions of order statistics and linear combinations of order statistics from an elliptical distribution as mixtures of unified skew-elliptical distributions," Journal of Multivariate Analysis, Elsevier, vol. 101(6), pages 1412-1427, July.
    3. A. Azzalini & A. Capitanio, 1999. "Statistical applications of the multivariate skew normal distribution," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 61(3), pages 579-602.
    4. Arjun Gupta & John Chen, 2004. "A class of multivariate skew-normal models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 56(2), pages 305-315, June.
    5. Jorge Navarro & Moshe Shaked, 2010. "Some properties of the minimum and the maximum of random variables with joint logconcave distributions," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 71(3), pages 313-317, May.
    6. Taizhong Hu & Ying Li, 2007. "Increasing failure rate and decreasing reversed hazard rate properties of the minimum and maximum of multivariate distributions with log-concave densities," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 65(3), pages 325-330, May.
    7. Mark Bagnoli & Ted Bergstrom, 2006. "Log-concave probability and its applications," Studies in Economic Theory, in: Charalambos D. Aliprantis & Rosa L. Matzkin & Daniel L. McFadden & James C. Moore & Nicholas C. Yann (ed.), Rationality and Equilibrium, pages 217-241, Springer.
    8. Jamalizadeh, A. & Behboodian, J. & Balakrishnan, N., 2008. "A two-parameter generalized skew-normal distribution," Statistics & Probability Letters, Elsevier, vol. 78(13), pages 1722-1726, September.
    9. An, Mark Yuying, 1998. "Logconcavity versus Logconvexity: A Complete Characterization," Journal of Economic Theory, Elsevier, vol. 80(2), pages 350-369, June.
    10. Ma, Chunsheng, 2000. "A Note on the Multivariate Normal Hazard," Journal of Multivariate Analysis, Elsevier, vol. 73(2), pages 282-283, May.
    11. Adelchi Azzalini, 2005. "The Skew‐normal Distribution and Related Multivariate Families," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 32(2), pages 159-188, June.
    12. Yadegari, Iraj & Gerami, Abbas & Khaledi, Majid Jafari, 2008. "A generalization of the Balakrishnan skew-normal distribution," Statistics & Probability Letters, Elsevier, vol. 78(10), pages 1165-1167, August.
    13. Gupta, Pushpa L. & Gupta, Ramesh C., 1997. "On the Multivariate Normal Hazard," Journal of Multivariate Analysis, Elsevier, vol. 62(1), pages 64-73, July.
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    Cited by:

    1. Manuel Franco & Juana-María Vivo & Debasis Kundu, 2020. "A Generator of Bivariate Distributions: Properties, Estimation, and Applications," Mathematics, MDPI, vol. 8(10), pages 1-30, October.
    2. Hossein Negarestani & Ahad Jamalizadeh & Sobhan Shafiei & Narayanaswamy Balakrishnan, 2019. "Mean mixtures of normal distributions: properties, inference and application," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 82(4), pages 501-528, May.
    3. Søren Asmussen & Jaakko Lehtomaa, 2017. "Distinguishing Log-Concavity from Heavy Tails," Risks, MDPI, vol. 5(1), pages 1-14, February.
    4. Mitchell Watt, 2021. "Concavity and Convexity of Order Statistics in Sample Size," Papers 2111.04702, arXiv.org, revised Jan 2022.
    5. Kampkötter, Patrick & Sliwka, Dirk, 2014. "Wage premia for newly hired employees," Labour Economics, Elsevier, vol. 31(C), pages 45-60.

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