A note on the exponential approximations of IFR distributions

Kan Cheng and Zongfu He

Statistics & Probability Letters, 1991, vol. 12, issue 4, 341-344

Abstract: In this note we investigate proximity between exponential and IFR (increasing failure rate) distributions. The result is: if F[epsilon]IFR with the first and second moment [mu] and [mu]2, respectively, then supt[greater-or-equal, slanted]0(t)-exp(-t/[mu])[less-than-or-equals, slant](1-ex where =1-F, [rho]=1-[mu]2/(2[mu]2). The bound improves results of Solovyev (1983), Brown (1987), Cheng and He (1988).

Keywords: Exponential; distribution; IFR (search for similar items in EconPapers)
Date: 1991
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0167-7152(91)90104-Y
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:12:y:1991:i:4:p:341-344

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().