Some characterizations of multivariate distributions using products of the hazard gradient and mean residual life components |
| |
| Authors: | Jorge Navarro Jose M. Ruiz Carlos J. Sandoval |
| |
| Affiliation: | 1. Facultad de Matemáticas, Departamento de Estad′i stica e Investigación Operativa , Universidad de Murcia , 30100, Murcia, Spain jorgenav@um.es;3. Facultad de Matemáticas, Departamento de Estad′i stica e Investigación Operativa , Universidad de Murcia , 30100, Murcia, Spain;4. Departamento de Informática de Sistemas , Universidad Católica San Antonio de Murcia , Spain |
| |
| Abstract: | We give a general procedure to characterize multivariate distributions by using products of the hazard gradient and mean residual life components. This procedure is applied to characterize multivariate distributions as Gumbel exponential, Lomax, Burr, Pareto and generalized Pareto multivariate distributions. Our results extend the results of several authors and can be used to study how to extend univariate models to the multivariate set-up. |
| |
| Keywords: | Characterization Survival function Hazard gradient Mean residual life |
|
|
