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A note on the exponential approximations of IFR distributions

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  • Cheng, Kan
  • He, Zongfu

Abstract

In this note we investigate proximity between exponential and IFR (increasing failure rate) distributions. The result is: if F[epsilon]IFR with the first and second moment [mu] and [mu]2, respectively, then supt[greater-or-equal, slanted]0(t)-exp(-t/[mu])[less-than-or-equals, slant](1-ex where =1-F, [rho]=1-[mu]2/(2[mu]2). The bound improves results of Solovyev (1983), Brown (1987), Cheng and He (1988).

Suggested Citation

  • Cheng, Kan & He, Zongfu, 1991. "A note on the exponential approximations of IFR distributions," Statistics & Probability Letters, Elsevier, vol. 12(4), pages 341-344, October.
    • Handle: RePEc:eee:stapro:v:12:y:1991:i:4:p:341-344
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    Cited by:

    1. Cheng, Kan & Lam, Yeh, 2001. "Reliability bounds on HNBUE life distributions with known first two moments," European Journal of Operational Research, Elsevier, vol. 132(1), pages 163-175, July.

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    Keywords

    Exponential distribution IFR;

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