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VARIANCE BOUNDS UNDER A HAZARD RATE CONSTRAINT

Published online by Cambridge University Press:  20 December 2013

Mark Brown
Mark Brown*
Affiliation:
Department of Mathematics, The City College, CUNY E-mail: mbrown@ccny.cuny.edu
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Abstract

Consider an absolutely continuous distribution on [0, ∞) with known mean μ, and hazard rate function, h satisfying, 0<a≤h(t)≤b<∞, for almost all t≥0. We derive the sharp range for σ2, under these constraints.

Information

Type
Research Article
Information
Probability in the Engineering and Informational Sciences , Volume 28 , Issue 2 , April 2014 , pp. 203 - 208
Copyright
Copyright © Cambridge University Press 2013 

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