Title

Bounds Of Moment Generating Functions Of Some Life Distributions

Keywords

Laplace transformation; Life distributions; moment generating functions; Poisson shock model; residual life time; stationary life time 20

Abstract

In this article we show that if a life has new better than used in expectation (NBUE) ageing property and if the mean life is finite then the moment generating function exists and is finite. In fact, the moment generating function is shown to be bounded above by that of the exponential distribution with the same mean. Analogous results are also proven for two much bigger families of life distribution, namely, the new better than renewal used in expectation (NBRUE) and the renewal new is better than used in expectation (RNBUE) and the renewal new better than renewal used in expectation (RNBRUE), provided that the life has finite two moments. Further, stronger results are also obtained for the smaller new better than used version of the above classes. © 2005 Springer-Verlag.

Publication Date

10-1-2005

Publication Title

Statistical Papers

Volume

46

Issue

4

Number of Pages

575-585

Document Type

Article

Personal Identifier

scopus

DOI Link

https://doi.org/10.1007/BF02763006

Socpus ID

34547691844 (Scopus)

Source API URL

https://api.elsevier.com/content/abstract/scopus_id/34547691844

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