Advances and Applications in Statistics
Volume 15, Issue 2, Pages 181 - 194
(April 2010)
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BOUNDS ON MOMENT GENERATING FUNCTIONS OF HNBUE CLASS AND ITS VARIANTS
G. Saidi and A. Aissani
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Abstract: In this paper, we focus on the existence and finiteness of the moment generating function (mgf) of the Harmonic New Better than Used in Expectation (HNBUE), the Harmonic New Renewal Better than Used in Expectation (HNRBUE) and the Harmonic New Better than Renewal Used in Expectation (HNBRUE) classes. We find bounds for these generating functions and an application to the stationary Poisson shock model is used for illustration. |
Keywords and phrases: moment generating functions, ageing distributions, stochastic orders, Poisson shock model. |
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