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Families of life distributions characterized by two moments

Published online by Cambridge University Press:  14 July 2016

Manish C. Bhattacharjee*
Affiliation:
New Jersey Institute of Technology
Jayaram Sethuraman*
Affiliation:
Florida State University
*
Postal address: Center for Applied Mathematics and Statistics, Department of Mathematics, New Jersey Institute of Technology, Newark, NJ 07102, USA.
∗∗Postal address: Deparment of Statistics, Florida State University, Tallahassee, FL 32306-3033, USA.

Abstract

We consider several classical notions of partial orderings among life distributions which have been used to describe ageing properties and tail domination. We show that if a distribution G dominates another distribution F in one of these partial orderings introduced here, and if two moments of G agree with those of F, including the moment that describes this partial ordering, then G = F. This leads to a characterization of the exponential distribution among HNBUE and HNWUE life distribution classes, and thus extends the results of Basu and Bhattacharjee (1984) and rectifies an error in that paper.

Type
Short Communications
Copyright
Copyright © Applied Probability Trust 1990 

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Footnotes

Research supported by SBR Grant 4-2-1710-1008 from the NJIT Foundation.

Research supported by Contract No. DAAL03-90-G-0103 from the U.S. Army Research Office.

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