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Bounds on convex reliability functions with known first moments

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Courtois, Cindy [UCL] Denuit, Michel [UCL]

In this paper, upper and lower bounds are derived for convex reliability functions (or survival functions) with known first n moments. The case where the mean and the variance are given (n = 2) is discussed in details and explicit expressions are provided. Extensions for n ≥ 3 moments are described. Comparisons with existing bounds are performed.

Type de document Document de travail (Working Paper)
Type d'accès Accès libre
Année de publication 2005
Langue Anglais
Nombre de pages 20 pages
Collection ACTU Working Paper - 2005-09
Affiliations UCL - EUEN/STAT - Institut de statistique
Mots-clés Reliability ; Stationary-excess operator ; equilibrium distribution ; Khinchine’s representation ; Chebyshev-type bounds ; ageing notions
Liens
Référence bibliographique Courtois, Cindy ; Denuit, Michel. Bounds on convex reliability functions with known first moments. ACTU Working Paper ; 2005-09 (2005) 20 pages
Permalien http://hdl.handle.net/2078.1/115770