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Multivariate survival functions characterized by constant product of mean remaining lives and hazard rates

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Abstract

Under the assumption that the products of multivariate mean remaining lives and hazard rates are the same constant, it is shown that the corresponding multivariate survival function belongs to one of three families: (1) multivariate Gumbel exponential distribution; (2) multivariate Lomax (Pareto type II) distribution; (3) multivariate rescaled Dirichlet distribution. This result is then used to derive another characterization of the latter two families based on the residual life distribution.

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Authors and Affiliations

  1. School of Mathematics and Statistics, The University of Sydney, 2006, N.S.W., Australia

    Chunsheng Ma

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  1. Chunsheng Ma
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Ma, C. Multivariate survival functions characterized by constant product of mean remaining lives and hazard rates. Metrika 44, 71–83 (1996). https://doi.org/10.1007/BF02614055

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  • DOI: https://doi.org/10.1007/BF02614055

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