Abstract
2. Multivariate IHR Distributions. Consider the randoih vector (X,, X2, , Xj) with distribution function F(xI, x2, , xn) = P[X1 xl, ..* X, > xn j X1 > xI', * * X,, > xn'] is nondecreasing in x1', * * , xn' for every choice of xI, * * x n. This generalises some notions of dependence that were studied by Lehmann [4] and Esary and Proschan [3]. Setting F(x,, X2, . * * Xn) = P[XI > XI, X2 > X2, , Xn, > Xn] we have:
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