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Characterizations based on higher order and partial moments of inactivity time

Author

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  • Chanchal Kundu

    (Rajiv Gandhi Institute of Petroleum Technology)

  • Kshirod Sarkar

    (Rajiv Gandhi Institute of Petroleum Technology)

Abstract

Due to the important role in theory of reliability, forensic science, study of risk analysis, actuarial science, survival analysis, and many other areas of applied probability, the study of inactivity time and its higher order and partial moments has received considerable attention from many authors. In the present paper we give some further insight on the subject. We provide characterization of some continuous distributions based on higher order moments of inactivity time. It is shown that the distribution function can be obtained uniquely through the higher order moments of inactivity time. Furthermore, we study some characterizations based on partial moments of the inactivity time.

Suggested Citation

  • Chanchal Kundu & Kshirod Sarkar, 2017. "Characterizations based on higher order and partial moments of inactivity time," Statistical Papers, Springer, vol. 58(3), pages 607-626, September.
    • Handle: RePEc:spr:stpapr:v:58:y:2017:i:3:d:10.1007_s00362-015-0714-y
    DOI: 10.1007/s00362-015-0714-y
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    References listed on IDEAS

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    1. Sreenarayanapurath Madhavan Sunoj, 2004. "Characterizations of some continuous distributions using partial moments," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(3), pages 353-362.
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    4. S. M. Sunoj & S. S. Maya, 2008. "The role of lower partial moments in stochastic modeling," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(2), pages 223-242.
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    Cited by:

    1. Hong-Jiang Wu & Ying-Ying Zhang & Han-Yu Li, 2023. "Expectation identities from integration by parts for univariate continuous random variables with applications to high-order moments," Statistical Papers, Springer, vol. 64(2), pages 477-496, April.

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