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Exponential approximations in the classes of life distributions
Authors:Kan Cheng  Zongfu He
Institution:(1) Institute of Applied Mathematics, Academia Sinica, China;(2) Air Force Engineering College, China
Abstract:In this paper we discuss the approximation of life distributions by exponential ones. The main results are: (1) forallFisin NBUE, where its mean is 1, we have 
$$|\bar F(t) - e^{ - t} | \leqslant 1 - e^{ - \sqrt {20} } ,\forall t \geqslant 0$$
, forallge0, where rgr = 1 - mgr2/2, mgr2 being the second moment ofF. The inequality is sharp. (2) In the case ofFisinIFR, the upper bound is 
$$1 - e^{ - \tfrac{\rho }{{1 - \rho }}} $$
. (3) For the HNBUE class, the upper bound is min 
$$(\sqrt3]{{4\rho }}.\sqrt3]{{4\rho }})$$
. Furthermore, the improved upper bound is 
$$\sqrt3]{{36\rho /(3 + 2\sqrt \rho  )^2 }}$$
. In addition, we show 
$$\mathop {\sup }\limits_{t > 0} |\bar G(t) - e^{ - t} | \leqslant \sqrt {\frac{\rho }{2}} $$
, where 
$$\bar G(t) = \int_t^\infty  {\bar F} (u)du$$
(4) For the IMRL class, the upper bound is rgr/(1+rgr) (1]). Here we give a simple proof.Project supported by the National Natural Science Fund of China.
Keywords:
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