文章基本信息

标题：A MULTIVARIATE WEIBULL DISTRIBUTION
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作者：Lee, Cheng ; Wen, Miin-Jye
期刊名称：Pakistan Journal of Statistics and Operation Research
印刷版ISSN：2220-5810
出版年度：2009
卷号：5
期号：2
页码：55-66
DOI：10.1234/pjsor.v5i2.120
语种：English
出版社：College of Statistical and Actuarial Sciences
摘要：A multivariate survival function of Weibull Distribution is developed by expanding the theorem by Lu and Bhattacharyya. From the survival function, the probability density function, the cumulative probability function, the determinant of the Jacobian Matrix, and the general moment are derived.
关键词：statistics, multivariate analysis;general moment; multivariate survival function; set partition; Weibull distribution; Copula; competing risks