(1) School of Mathematics and Statistics, The University of Sydney, 2006, N.S.W., Australia
Abstract:
Under the assumption that the products of multivariate mean remaining lives and hazard rates are the same constant, it is
shown that the corresponding multivariate survival function belongs to one of three families: (1) multivariate Gumbel exponential
distribution; (2) multivariate Lomax (Pareto type II) distribution; (3) multivariate rescaled Dirichlet distribution. This
result is then used to derive another characterization of the latter two families based on the residual life distribution.