Abstract
Two classes of multivariate DMRL distributions and a class of multivariate NBUE distributions are introduced in this paper by using conditional stochastic order. That is, a random vector belongs to a multivariate DMRL class of life distributions if its residual life (defined as a conditional random vector) is decreasing in time under convex or linear order. Some conservation properties of these classes are studied.
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This project is supported by the National Natural Science Foundation of China.
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Wang, Y., Cao, J. Some multivariate dmrl and nbue definitions based on conditional stochastic order. Acta Mathematicae Applicatae Sinica 10, 328–332 (1994). https://doi.org/10.1007/BF02006862
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DOI: https://doi.org/10.1007/BF02006862