Characterization of probability distributions similar to the exponential

Stefanka Chukova, Boyan N. Dimitrov, Zohel Khalil

Research output: Contribution to journalArticlepeer-review

Abstract

<p> A concept of the lack&hyphen;of&hyphen;memory property at a given time point c &gt; 0 is introduced. It is equivalent to the concept of the almost&hyphen;lack&hyphen;of&hyphen;memory (ALM) property of the random variables. A representation theorem is given for the cumulative distribution function of such random variables as well as for corresponding decompositions in terms of independent random variables. It is shown that a periodic failure rate for a random variable is equivalent to the ALM property. In addition some properties of the service time of an unreliable server are observed.</p>
Original languageAmerican English
JournalThe Canadian Journal of Statistics
Volume21
DOIs
StatePublished - Sep 1 1993

Keywords

  • Characterization theorems
  • almost‐lack‐of‐memory property
  • blocking time on unreliable server

Disciplines

  • Mathematics

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