On the stability estimation of Wang's characterization theorem
An important and useful characterization of the Weibull distribution is its lack of memory (of order a) property, i.e., P (X ≥ a√(xa + ya)|X ≥ y ) = P(X ≥ x) for all x, y ≥ 0. The technique commonly employed in proving this characterization is the well-known Cauchy functional equation φ(a√(xa + ya...
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Formáid: | Alt |
Teanga: | English |
Foilsithe / Cruthaithe: |
Vilnius University Press
2002-12-01
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Sraith: | Lietuvos Matematikos Rinkinys |
Rochtain ar líne: | https://www.zurnalai.vu.lt/LMR/article/view/33059 |
Achoimre: | An important and useful characterization of the Weibull distribution is its lack of memory (of order a) property, i.e., P (X ≥ a√(xa + ya)|X ≥ y ) = P(X ≥ x) for all x, y ≥ 0. The technique commonly employed in proving this characterization is the well-known Cauchy functional equation φ(a√(xa + ya)) = φ(x)φ(y). The stability estimation in this characterization of the Weibull distribution is analysied.
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ISSN: | 0132-2818 2335-898X |