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A MULTIVARIATE WEIBULL DISTRIBUTION


Article Information

Title: A MULTIVARIATE WEIBULL DISTRIBUTION

Authors: Cheng Lee, Miin-Jye Wen

Journal: Pakistan Journal of Statistics and Operation Research

HEC Recognition History
Category From To
Y 2020-07-01 2021-06-30

Publisher: Asiatic Region

Country: Pakistan

Year: 2010

Volume: 5

Issue: 2

Language: English

DOI: 10.18187/pjsor.v5i2.120

Keywords: Weibull distributioncopulacompeting risksgeneral momentmultivariate survival functionset partition

Categories

Abstract

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.


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