Title :
New moment-identities based on the integrated survival function
Author :
Arnold, B.C. ; Reneau, D.M. ; Samaniego, F.J.
Author_Institution :
California Univ., Riverside, CA, USA
fDate :
8/1/1989 12:00:00 AM
Abstract :
A result by F.J. Samaniego (ibid., vol. R-31, p.455-7, 1982) representing moments of positive random variables in terms of multiple integrals of the survivor function is extended in two direction. Identities are developed which apply to random vectors, any or all of whose components may assume negative values. Applications to multivariate new better than used distributions are discussed
Keywords :
reliability theory; integrated survival function; moment-identities; multivariate new better than used distributions; positive random variables; random vectors; reliability; Calculus; Probability; Random variables; Reliability theory;
Journal_Title :
Reliability, IEEE Transactions on
