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

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

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Article ID: iaor19972603
Country: Germany
Volume: 44
Issue: 1
Start Page Number: 71
End Page Number: 83
Publication Date: Jul 1996
Journal: Metrika
Authors:
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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