J. Japan Statist. Soc., Vol. 36 (No. 2), pp. 213-224, 2006
P. G. Sankaran and V. L. Gleeja
Abstract. In this paper we discuss various definitions of bivariate reversed hazard rate and their properties. An exponential representation of bivariate distribution using reversed hazard rates is given and we also develop a new family of bivariate distributions using bivariate reversed hazard rate. Finally we give a local dependence measure using bivariate reversed hazard rates and study its properties. Various applications of the models are pointed out.
Key words and phrases: Bivariate distribution, bivariate reversed hazard rate, local dependence measure.