On the stability of a characterization by the lack of memory property

An useful and interesting characterization of the Weibull distribution is its lack of memory (of order α) property, i.e., P(X  ≥ (xα + yα)1/α|X ≥ y) = P(X ≥ x) for all x, y ≥ 0. The characterization holds even in the case when it is required to fulfil this relation not on the entire semi-axis {y|y...

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Main Author: Romanas Januškevičius
Format: Article
Language:English
Published: Vilnius University Press 2003-12-01
Series:Lietuvos Matematikos Rinkinys
Online Access:https://www.journals.vu.lt/LMR/article/view/32566
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author Romanas Januškevičius
author_facet Romanas Januškevičius
author_sort Romanas Januškevičius
collection DOAJ
description An useful and interesting characterization of the Weibull distribution is its lack of memory (of order α) property, i.e., P(X  ≥ (xα + yα)1/α|X ≥ y) = P(X ≥ x) for all x, y ≥ 0. The characterization holds even in the case when it is required to fulfil this relation not on the entire semi-axis {y|y ≥ 0}, but only at two incommensurable points y1 and y2. The stability estimation in this characterization is analyzed.
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issn 0132-2818
2335-898X
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publisher Vilnius University Press
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series Lietuvos Matematikos Rinkinys
spelling doaj-art-97121ec122cc4f50b83dc0cbd86048d52025-01-20T18:17:17ZengVilnius University PressLietuvos Matematikos Rinkinys0132-28182335-898X2003-12-0143spec.10.15388/LMR.2003.32566On the stability of a characterization by the lack of memory propertyRomanas Januškevičius0Institute of Mathematics and Informatics An useful and interesting characterization of the Weibull distribution is its lack of memory (of order α) property, i.e., P(X  ≥ (xα + yα)1/α|X ≥ y) = P(X ≥ x) for all x, y ≥ 0. The characterization holds even in the case when it is required to fulfil this relation not on the entire semi-axis {y|y ≥ 0}, but only at two incommensurable points y1 and y2. The stability estimation in this characterization is analyzed. https://www.journals.vu.lt/LMR/article/view/32566
spellingShingle Romanas Januškevičius
On the stability of a characterization by the lack of memory property
Lietuvos Matematikos Rinkinys
title On the stability of a characterization by the lack of memory property
title_full On the stability of a characterization by the lack of memory property
title_fullStr On the stability of a characterization by the lack of memory property
title_full_unstemmed On the stability of a characterization by the lack of memory property
title_short On the stability of a characterization by the lack of memory property
title_sort on the stability of a characterization by the lack of memory property
url https://www.journals.vu.lt/LMR/article/view/32566
work_keys_str_mv AT romanasjanuskevicius onthestabilityofacharacterizationbythelackofmemoryproperty