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VARIANCE BOUNDS UNDER A HAZARD RATE CONSTRAINT

Published online by Cambridge University Press:  20 December 2013

Mark Brown*
Affiliation:
Department of Mathematics, The City College, CUNY E-mail: [email protected]

Abstract

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

Type
Research Article
Copyright
Copyright © Cambridge University Press 2013 

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