Characterizations based on higher order and partial moments of inactivity time

Chanchal Kundu () and Kshirod Sarkar
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Chanchal Kundu: Rajiv Gandhi Institute of Petroleum Technology
Kshirod Sarkar: Rajiv Gandhi Institute of Petroleum Technology

Statistical Papers, 2017, vol. 58, issue 3, No 3, 607-626

Abstract: Abstract Due to the important role in theory of reliability, forensic science, study of risk analysis, actuarial science, survival analysis, and many other areas of applied probability, the study of inactivity time and its higher order and partial moments has received considerable attention from many authors. In the present paper we give some further insight on the subject. We provide characterization of some continuous distributions based on higher order moments of inactivity time. It is shown that the distribution function can be obtained uniquely through the higher order moments of inactivity time. Furthermore, we study some characterizations based on partial moments of the inactivity time.

Keywords: Inactivity time; Higher order moments of inactivity time; Partial moments of inactivity time; Primary 62E10; Secondary 60E05; 62N05 (search for similar items in EconPapers)
Date: 2017
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Citations: View citations in EconPapers (2)

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DOI: 10.1007/s00362-015-0714-y

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