A Note on the Multivariate Normal Hazard

Author： Ma C.  

Publisher： Academic Press

ISSN： 0047-259X

Source： Journal of Multivariate Analysis, Vol.73, Iss.2, 2000-05, pp. : 282-283

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Abstract

For the multivariate log-concave distribution, it is shown that the hazard gradient is increasing in the sense of Johnson and Kotz. As an immediate consequence, the result of Gupta and Gupta (1997) on the multivariate normal hazard is obtained. Copyright 2000 Academic Press.

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