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VARIANCE BOUNDS UNDER A HAZARD RATE CONSTRAINT
Published online by Cambridge University Press: 20 December 2013
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.
- 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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