|
A MULTIVARIATE WEIBULL DISTRIBUTIONKeywords: general moment , multivariate survival function , set partition , Weibull distribution , Copula , competing risks 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.
|