Technical Note—When Does the βth Percentile Residual Life Function Determine the Distribution?
Barry C. Arnold and
Patrick L. Brockett
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Barry C. Arnold: University of California, Riverside, California
Patrick L. Brockett: University of Texas, Austin, Texas
Operations Research, 1983, vol. 31, issue 2, 391-396
Abstract:
Knowledge of the βth percentile residual life function does not uniquely determine the underlying distribution. Additional information about the tail behavior of the distribution is needed. Knowledge of both the β 1 and β 2 percentile residual life functions does uniquely determine the distribution provided that β 1 and β 2 are noncommensurate. This corrects and extends the results of Schmittlein and Morrison (Schmittlein, D. C., D. G. Morrison. 1981. The median residual lifetime; a characterization theorem and an application. Opns. Res. 29 392–399.).
Keywords: 564 characterization of distributions; 725 βth percentile residual life function (search for similar items in EconPapers)
Date: 1983
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Persistent link: https://EconPapers.repec.org/RePEc:inm:oropre:v:31:y:1983:i:2:p:391-396
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