On some properties of the hazard rate function for compound distributions - Archive ouverte HAL
Pré-Publication, Document De Travail Année : 2017

On some properties of the hazard rate function for compound distributions

Résumé

The hazard rate function is an important quantity characterizing several random phenomena. In this paper, we investigate some crucial properties satisfied by the hazard rate function for a general power series class of distributions, as monotonicity properties, sharp bounds and convexity properties. We highlight how these properties are related to those of the baseline distribution and the corresponding probability-generating function of discrete power series distributions.
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Dates et versions

hal-01572252 , version 1 (05-08-2017)
hal-01572252 , version 2 (25-08-2017)

Identifiants

  • HAL Id : hal-01572252 , version 2

Citer

Hassan S Bakouch, Marcelo Bourguignon, Christophe Chesneau. On some properties of the hazard rate function for compound distributions. 2017. ⟨hal-01572252v2⟩
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