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The variance of a truncated mixed exponential process

Part of:Distribution theorySurvival analysis and censored data

Published online by Cambridge University Press:  14 July 2016

Jaimie L. Hebert and
John W. Seaman Jr.
Jaimie L. Hebert*
Affiliation:
Appalachian State University
John W. Seaman Jr.*
Affiliation:
Baylor University
*
∗ Postal address: Department of Mathematical Sciences, Appalachian State University, Boone, NC 28608, USA.
∗∗ Postal address: Department of Information Systems, P.O. Box 98005, Baylor University, Waco, TX 76798–8005, USA.
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Abstract

Mullooly (1988) provides sufficient conditions under which the variance of a left-truncated, non-negative random variable will be greater than the variance of the original variable. We consider this problem for the class of exponential mixtures, and provide an explicit expression for the inflation in variance in terms of the mixing density.

Keywords

EXPONENTIAL MIXTURETRUNCATED RANDOM VARIABLESTOCHASTIC HAZARD RATE

MSC classification

Primary:62N05: Reliability and life testing
Secondary:62E10: Characterization and structure theory

Information

Type
Research Papers
Information
Journal of Applied Probability , Volume 31 , Issue 1 , March 1994, pp. 167 - 179
Copyright
Copyright © Applied Probability Trust 1994 

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