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Characterizing Discrete Life Distributions by Properties of Reversed Variance Residual life

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  • Deemat C. Mathew
  • M. I. Beg

Abstract

The present article discusses the characterization of non negative integer-valued random variable using reversed variance residual life. A special attention is given to the characterizations by relationship between conditional variance and the reversed failure rate. A lower bound to the conditional variance is also established. Our bound is compared to the Cramer-Rao and Chapman-Robbins lower bounds so that construction of minimum variance unbiased estimators of relevant parametric functions in truncated distributions can be possible.

Suggested Citation

  • Deemat C. Mathew & M. I. Beg, 2015. "Characterizing Discrete Life Distributions by Properties of Reversed Variance Residual life," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 44(13), pages 2753-2763, July.
    • Handle: RePEc:taf:lstaxx:v:44:y:2015:i:13:p:2753-2763
    DOI: 10.1080/03610926.2013.791369
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