Statistics and Probability Letters, ( ISI ), Volume (117), No (1), Year (2016-9) , Pages (62-71)

Title : ( On upper bounds for the variance of functions of the inactivity time )

Authors: faranak goodarzi , Mohammad Amini , Gholam Reza Mohtashami Borzadaran ,

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Abstract

In this article, we obtain an upper bound for the variance of a function of inactivity time X(t)=(t−X|X<t)X(t)=(t−X|X<t). Since one of the most important types of system structures is the parallel structure, we give an upper bound for the variance of a function of random variable View the MathML sourceΦnr(X;t)=(t−Xr:n|Xn:n≤t) for nn identical and independent components. We have shown that when the components of the system have decreasing reversed hazard then, the variance inactivity time of the system increases with respect to time, under suitable conditions. It is shown that the underlying distribution function FF can be recovered from the proposed expected inactivity time and variance inactivity time. Moreover, we show that the variance inactivity time of the components of the system is not necessarily a decreasing function of rr, unlike their expected inactivity time.

Keywords

Expected inactivity time; Variance inactivity time; Decreasing reversed hazard rate; Parallel systems; Variance bound
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@article{paperid:1056469,
author = {Goodarzi, Faranak and Amini, Mohammad and Mohtashami Borzadaran, Gholam Reza},
title = {On upper bounds for the variance of functions of the inactivity time},
journal = {Statistics and Probability Letters},
year = {2016},
volume = {117},
number = {1},
month = {September},
issn = {0167-7152},
pages = {62--71},
numpages = {9},
keywords = {Expected inactivity time; Variance inactivity time; Decreasing reversed hazard rate; Parallel systems; Variance bound},
}

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%0 Journal Article
%T On upper bounds for the variance of functions of the inactivity time
%A Goodarzi, Faranak
%A Amini, Mohammad
%A Mohtashami Borzadaran, Gholam Reza
%J Statistics and Probability Letters
%@ 0167-7152
%D 2016

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