User menu

Accès à distance ? S'identifier sur le proxy UCLouvain

Bounds on convex reliability functions with known first moments

Primary tabs

download
  • Open access
  • PDF
  • 283.68 K
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.

Document type Document de travail (Working Paper)
Access type Accès libre
Publication date 2005
Language Anglais
Number of pages 20 pages
Collection ACTU Working Paper - 2005-09
Affiliation UCL - EUEN/STAT - Institut de statistique
Keywords Reliability ; Stationary-excess operator ; equilibrium distribution ; Khinchine’s representation ; Chebyshev-type bounds ; ageing notions
Links
Bibliographic reference Courtois, Cindy ; Denuit, Michel. Bounds on convex reliability functions with known first moments. ACTU Working Paper ; 2005-09 (2005) 20 pages
Permanent URL http://hdl.handle.net/2078.1/115770