首页 | 本学科首页   官方微博 | 高级检索  
     


Exponential approximations in the classes of life distributions
Authors:Kan Cheng  Zongfu He
Affiliation:(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
$$(sqrt[3]{{4rho }}.sqrt[3]{{4rho }})$$
. Furthermore, the improved upper bound is
$$sqrt[3]{{36rho /(3 + 2sqrt rho  )^2 }}$$
. 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:
本文献已被 SpringerLink 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号