Monotone Hazard and Failure Rates for Multivariate Distributions.

摘要

It is shown that the monotone multivariate hazard and failure rates of Harris and of Brindley and Thompson have no natural analog involving the multivariate failure rate function of Basu for absolutely continuous distributions. Quantities related to the multivariate failure rate function are used to define monotone hazard and failure rates. It is shown that these are equivalent to the monotone hazard and failure rates of Harris and of Brindley and Thompson. Based on these quantities, the loss of memory property of Marshall and Olkin is characterized. (Author)