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A note on the normalised moments of distributions with non-monotonic hazard rate

Published online by Cambridge University Press:  14 July 2016

H. L. MacGillivray
H. L. MacGillivray*
Affiliation:
University of Queensland
*
∗Postal address: Department of Mathematics, University of Queensland, St. Lucia, Queensland 4067, Australia.
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Abstract

For distributions of non-negative random variables with a monotonic hazard rate, it is well known that the normalised moments have the same sign-regular property as the distribution. This note extends this correspondence in properties for some common distributions with non-monotonic hazard rates, linking a change in sign-regular properties.

Keywords

HAZARD RATEVARIATION-DIMINISHING THEOREMSNORMALISED MOMENTSSIGN-REGULARITYPARTICLE-SIZE DISTRIBUTIONS
Type
Short Communications
Information
Journal of Applied Probability , Volume 18 , Issue 2 , June 1981 , pp. 530 - 535
Copyright
Copyright © Applied Probability Trust 

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References

Barlow, R. E., Marshall, A. W. and Proschan, F. (1963) Properties of probability distributions with monotone hazard rate. Ann. Math. Statist. 34, 375–389.Google Scholar
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