In this paper we present a definition of multivariate increasing failure rate based on the concept of multivariate dispersion. This new definition is an extension of the univariate characterization of increasing failure rate distributions under dispersive ordering of the residual lives. We study this definition in the Clayton-Oakes model and the family of generalized order statistics.for all t = (t 1 , . . . , t n ) and t = (t 1 , . . . , t n ) such that 0 t i t i , i = 1, . . . , n. ProofFrom the truncation-invariance property of the family (25), it holds that T t and T t have the same copula. Hence using (15), it is only necessary to compare the marginal distributions.

No abstract