Exponential approximations for two classes of aging distributions

DOI10.1214/AOP/1176993235MaRDI QIDQ797896zbMATH OpenOpenAlexFDO

Authors Mark Brown, Guangping Ge

Publication date 1984

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176993235

zbMATH Keywords

aging distribution functions

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Review text

Let X be a random variable with \(\mu =EX\) and \(\mu_ 2=EX^ 2\). The authors introduce two classes of distribution functions with finite \(\mu\) and \(\mu_ 2\) and point out the upper bounds for \(| 1-F(x)-\exp (- x/\mu)|\) with F from these classes in terms of \(\rho =| (\mu_ 2/2\mu)-1|.\) These bounds are the weakest among the commonly studied classes of aging distribution functions.

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