Characterization of distributions through failure rate and mean residual life functions
Makino [Makino, T., 1984. Mean hazard rate and its applications to the normal approximation of the Weibull distribution. Naval Research Logistics Quarterly 31, 1-8] proves that, for any random variable X with finite mean [mu], E(1/r(X)][greater-or-equal, slanted]1/[mu], where r([dot operator]) is the failure rate function of X, with equality if and only if X is exponentially distributed. Here we characterize exponential distribution and Rayleigh distribution through the expected values of r(X) and e(X), where e([dot operator]) is the mean residual life function of X.
Year of publication: |
2010
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Authors: | Nanda, Asok K. |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 80.2010, 9-10, p. 752-755
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Publisher: |
Elsevier |
Saved in:
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