Bounds of moment generating functions of some life distributions (Q855252)
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English | Bounds of moment generating functions of some life distributions |
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Bounds of moment generating functions of some life distributions (English)
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4 January 2007
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The authors show that if a nonnegative random variable has the NBUE (new better than used in expectation) aging property, and has a finite first moment, then its moment generating function exists and is bounded by that of the exponential distribution with the same mean. Similar results are derived for other aging properties.
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