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On upper bounds for the variance of functions of the inactivity time

Author

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  • Goodarzi, F.
  • Amini, M.
  • Mohtashami Borzadaran, G.R.

Abstract

In this article, we obtain an upper bound for the variance of a function of inactivity time X(t)=(t−X|X

Suggested Citation

  • Goodarzi, F. & Amini, M. & Mohtashami Borzadaran, G.R., 2016. "On upper bounds for the variance of functions of the inactivity time," Statistics & Probability Letters, Elsevier, vol. 117(C), pages 62-71.
    • Handle: RePEc:eee:stapro:v:117:y:2016:i:c:p:62-71
    DOI: 10.1016/j.spl.2016.05.010
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    References listed on IDEAS

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    1. Chen, Louis H. Y., 1982. "An inequality for the multivariate normal distribution," Journal of Multivariate Analysis, Elsevier, vol. 12(2), pages 306-315, June.
    2. S. Goliforushani & M. Asadi, 2008. "On the discrete mean past lifetime," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 68(2), pages 209-217, September.
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    4. Mahdi Tavangar & Majid Asadi, 2010. "A study on the mean past lifetime of the components of (n − k + 1)-out-of-n system at the system level," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 72(1), pages 59-73, July.
    5. Cacoullos, T. & Papathanasiou, V., 1985. "On upper bounds for the variance of functions of random variables," Statistics & Probability Letters, Elsevier, vol. 3(4), pages 175-184, July.
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