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Multivariate Conditional Hazard Rates and the MIFRA and MIFR Properties

Moshe Shaked and J. George Shanthikumar
Journal of Applied Probability
Vol. 25, No. 1 (Mar., 1988), pp. 150-168
DOI: 10.2307/3214242
Stable URL: http://www.jstor.org/stable/3214242
Page Count: 19
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Since scans are not currently available to screen readers, please contact JSTOR User Support for access. We'll provide a PDF copy for your screen reader.
Multivariate Conditional Hazard Rates and the MIFRA and MIFR Properties
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Abstract

If T=(T1,⋯,Tn) is a vector of random lifetimes then its distribution can be determined by a set λ of multivariate conditional hazard rates. In this paper, sufficient conditions on λ are found which imply that T is Block-Savits MIFRA (multivariate increasing failure rate average) or Savits MIFR (multivariate increasing failure rate). Applications for a multivariate reliability model of Ross and for load-sharing models are given. The relationship between Shaked and Shanthikumar model of multivariate imperfect repair and the MIFRA property is also discussed.

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