A Multivariate Weibull Distribution

被引：0
|
作者：
Lee, Cheng K. [1 ]
Wen, Miin-Jye [2 ]
机构：
[1] Bank Amer, Loss Forecasting Home Loans & Insurance, Charlotte, NC 28244 USA
[2] Natl Cheng Kung Univ Tainan, Dept Stat, Tainan 70101, Taiwan
来源：
PAKISTAN JOURNAL OF STATISTICS AND OPERATION RESEARCH | 2009年 / 5卷 / 02期
关键词：
general moment; multivariate survival function; set partition; Weibull distribution; Copula; competing risks;
D O I：
暂无
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
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.
引用
收藏
页码：55 / 66
页数：12
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