On proximity between exponential and DMRL distributions

In this note we investigate proximity between exponential and DMRL (decreasing mean residual life) distributions. The result is: If F [epsilon] DMRL with the first and second moment [mu] and [mu]2, respectively, then , where [varrho] = 1 - [mu]2/(2[mu]2), and the bound is sharp.

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Year of publication:	1989
Authors:	Cheng, Kan ; He, Zongfu
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 8.1989, 1, p. 55-57
Publisher:	Elsevier
Subject:	exponential distribution DMRL

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005254820