Cheng, Kan; He, Zongfu - In: Statistics & Probability Letters 8 (1989) 1, pp. 55-57
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.