Characterization through moments of the residual life and conditional spacings

  1. Ruiz Gómez, José María 1
  2. Navarro Camacho, Jorge Luis 1
  3. Franco Nicolás, Manuel 1
  1. 1 Universidad de Murcia
    info

    Universidad de Murcia

    Murcia, España

    ROR https://ror.org/03p3aeb86

Revista:
Sankhya, Ser A

ISSN: 0581-572X

Any de publicació: 1998

Volum: 60

Número: 1

Pàgines: 36-48

Tipus: Article

Altres publicacions en: Sankhya, Ser A

Resum

In this work, we give a general method to obtain a distribution functionF(x) through the moment of the residual life defined by hk(x) = E((X ? x)k \ X > x),for k = 1,2,3,..., both in continuous and discrete cases. We also characterize F(x) throughmoments of conditional spacings of order statistics, which have applications in the contextof the fc-out-of-n systems. Moreover, we study characterizations based on relations betweenfailure rate function and left censored moment functions, m^(x) = E(Xk \ X > x).