Characterization of distributions through Cauchy-Schwarz inequality

Authorsمحمد امینی,غلامرضا محتشمی برزادران
Conference Titleیازدهمین سمینار احتمال و فرایندهای تصادفی
Holding Date of Conference2017-08-30 - 2017-08-31
Event Place1 - قزوین
Presented byدانشگاه بین المللی امام خمینی
PresentationSPEECH
Conference LevelNational Conferences

Abstract

In this paper, we obtain bounds for the expected value of selected functions in reliability theory viz. failure rate, mean residual, log-odds rate, aging intensity functions and Glaser's function by Cauchy-Schwarz inequality. In some cases, we give two bounds for the expectation and compare the bounds. By the integral form of the Cauchy-Shwarz inequality, we obtain a lower bound for the expectation involving of aging intensity function. We also characterize a few continuous and discrete distributions.

tags: Characterization, Hazard rate, Mean residual life function, Log-odds rate, Glaser's function, Discrete hazard rate, Discrete aging intensity.