The variance of a truncated mixed exponential process-Reference-Cited by-同舟云学术

The variance of a truncated mixed exponential process

Published:1994-03 Issue:1 Volume:31 Page:167-179
ISSN:0021-9002
Container-title:Journal of Applied Probability
language:en
Short-container-title:Journal of Applied Probability

Author:

Hebert Jaimie L.,Seaman John W.

Abstract

Mullooly (1988) provides sufficient conditions under which the variance of a left-truncated, non-negative random variable will be greater than the variance of the original variable. We consider this problem for the class of exponential mixtures, and provide an explicit expression for the inflation in variance in terms of the mixing density.

Publisher

Cambridge University Press (CUP)

Subject

Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability

Reference18 articles.

1. Life Distributions Derived from Stochastic Hazard Functions

2. Properties of Probability Distributions with Monotone Hazard Rate

3. Properties of the Mixed Exponential Failure Process

4. Mixture of Distributions

5. A modified bessel function model in life testing

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