Multivariate Distributions with Increasing Hazard Rate Average

Several conditions are considered that extend to a multivariate setting the univariate concept of an increasing hazard rate average. The relationships between the various conditions are established. In particular it is shown that if for some independent random variables X₁, ⋯, Xₖ with increasing hazard rate average and some coherent life functions τ₁, ⋯, τₙ of order k, Tᵢ = τᵢ(X₁, ⋯, Xₖ), then the joint survival function F̄(t) = P(T₁ > t₁, ⋯, Tₙ > tₙ) has the property that α⁻¹ log F̄() is decreasing in α > 0 whenever each tᵢ 0. Various other properties of the multivariate conditions are given. The conditions can all be stated in terms of inequalities in which equality implies that the one dimensional marginal distributions are exponential. For most of the conditions, the form of the multivariate exponential distributions that satisfy the equality is exhibited.