Bounds on Conditional Moments of Weibull and other Monotone Failure Rate Families
作者:
JagdishK. Patel,
CampbellB. Read,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1975)
卷期:
Volume 70,
issue 349
页码: 238-244
ISSN:0162-1459
年代: 1975
DOI:10.1080/01621459.1975.10480295
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
Bounds are obtained for conditional moments of random variablesX, such asE(X|X>a), and of order statistics from members of monotone failure rate families of distributions. Numerical bounds for Weibull and other families are calculated and compared. Results classifying some functions of random variables as having monotone failure rate distributions are obtained, as are characterizations of absolutely continuous distributions with cdf's of the form 1 – exp[–H(x)],x> 0.
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