Applications of Mathematics, online first, 15 pp.

Characterizations of continuous distributions through inequalities involving the expected values of selected functions

Faranak Goodarzi, Mohammad Amini, Gholam Reza Mohtashami Borzadaran

Received June 20, 2016.   First published August 16, 2017.

Faranak Goodarzi, Mohammad Amini, Gholam Reza Mohtashami Borzadaran, Department of Statistics, Ordered and Spatial Data Center of Excellence Faculty of Mathematical Sciences Ferdowsi University of Mashhad, Mashhad, Iran, e-mail: f-goodarzi@kashanu.ac.ir, m-amini@um.ac.ir, grmohtashami@um.ac.ir

Abstract: Nanda (2010) and Bhattacharjee et al. (2013) characterized a few distributions with help of the failure rate, mean residual, log-odds rate and aging intensity functions. In this paper, we generalize their results and characterize some distributions through functions used by them and Glaser's function. Kundu and Ghosh (2016) obtained similar results using reversed hazard rate, expected inactivity time and reversed aging intensity functions. We also, via $w(\cdot)$-function defined by Cacoullos and Papathanasiou (1989), characterize exponential and logistic distributions, as well as Type 3 extreme value distribution and obtain bounds for the expected values of selected functions in reliability theory. Moreover, a bound for the varentropy of random variable $X$ is provided.

Keywords: characterization; hazard rate; mean residual life function; reversed hazard rate; expected inactivity time; log-odds rate; Glaser's function

Classification (MSC 2010): 60E15, 62E10

DOI: 10.21136/AM.2017.0182-16

Full text available as PDF.


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