The Annals of Probability

On the Identifiability of Multivariate Life Distribution Functions

Naftali A. Langberg and Moshe Shaked

Full-text: Open access

Abstract

Let $(T_1, T_2)$ and $(L_1, L_2)$ be two independent bivariate random vectors with distributions $F$ and $H$. Let $\tau_1 = \min(T_1, L_1), \tau_2 = \min(T_2, L_2)$ and let $G_{0,0}(s, t) = P\{\tau_1 \leq s, \tau_2 \leq t, T_1 \leq L_1, T_2 \leq L_2\}$, $G_{0,1}(s, t) = P\{\tau_1 \leq s, \tau_2 \leq t, T_1 \leq L_1, L_2 < T_2\}, \leq L_2\}, G_{0, 1}(s, t) = P\{\tau_1 \leq s, \tau_2 \leq t, L_1 < T_1, T_2 \leq L_2\}$ and $G_{1,1}(s, t) = P\{\tau_1 \leq s, \tau_2 \leq t, L_1 < T_1, L_2 < T_2\}$. Under mild conditions the distributions $F$ and $H$ are expressed explicitly as functionals of $G_{0,0}, G_{0,0}, G_{1,0}$ and $G_{1,1}$. Necessary and sufficient conditions for the formulas to hold even when $(T_1, T_2)$ and $(L_1, L_2)$ are not independent are derived. Numerous applications are indicated. Extension of the results to $p$-dimensional distributions $(p > 2)$ is given.

Article information

Source
Ann. Probab., Volume 10, Number 3 (1982), 773-779.

Dates
First available in Project Euclid: 19 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aop/1176993785

Digital Object Identifier
doi:10.1214/aop/1176993785

Mathematical Reviews number (MathSciNet)
MR659546

Zentralblatt MATH identifier
0488.62038

JSTOR
links.jstor.org

Subjects
Primary: 62N05: Reliability and life testing [See also 90B25]
Secondary: 62E10: Characterization and structure theory

Keywords
Identifiability of distributions Product limit estimators censored data multivariate distributions

Citation

Langberg, Naftali A.; Shaked, Moshe. On the Identifiability of Multivariate Life Distribution Functions. Ann. Probab. 10 (1982), no. 3, 773--779. doi:10.1214/aop/1176993785. https://projecteuclid.org/euclid.aop/1176993785


Export citation