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Properties of distributions with increasing failure rate

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Author Info
Brusset, Xavier

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Abstract

This paper solves the search for interior solutions to optimization problems using stochastic variables. This is done by way of some new properties of distribution functions with increasing failure rates as characterized in Barlow and Proschan (1965). Building upon Lariviere (2006), we show that an objective function of the type R(x) = F(x)+xF(x), where F(x) = 1-F(x), can also admit one interior maximal solution when the distribution function F has an increasing failure rate (IFR).

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File URL: http://mpra.ub.uni-muenchen.de/18299/
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Publisher Info
Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 18299.

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Date of creation: 30 Oct 2009
Date of revision: 02 Nov 2009
Handle: RePEc:pra:mprapa:18299

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Related research
Keywords: optimization problem; probability distribution; increasing failure rate; objective function;

Find related papers by JEL classification:
C16 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Econometric and Statistical Methods; Specific Distributions
C44 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Statistical Decision Theory; Operations Research
C73 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Stochastic and Dynamic Games; Evolutionary Games
C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Bayesian Analysis

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This page was last updated on 2009-12-14.

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