On the stability of a characterization by the lack of memory property

An useful and interesting characterization of the Weibull distribution is its lack of memory (of order α) property, i.e., P(X  ≥ (xα + yα)1/α|X ≥ y) = P(X ≥ x) for all x, y ≥ 0. The characterization holds even in the case when it is required to fulfil this relation not on the entire semi-axis {y|y...

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Bibliographic Details
Main Author: Romanas Januškevičius
Format: Article
Language:English
Published: Vilnius University Press 2003-12-01
Series:Lietuvos Matematikos Rinkinys
Online Access:https://www.journals.vu.lt/LMR/article/view/32566