Technical Note—When Does the βth Percentile Residual Life Function Determine the Distribution? | Zendy

Barry C. Arnold | Zendy; Patrick L. Brockett | Zendy

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Technical Note—When Does the βth Percentile Residual Life Function Determine the Distribution?

Author(s) -

Barry C. Arnold,

Patrick L. Brockett

Publication year - 1983

Publication title -

operations research

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 3.797

H-Index - 140

eISSN - 1526-5463

pISSN - 0030-364X

DOI - 10.1287/opre.31.2.391

Subject(s) - percentile , residual , distribution (mathematics) , statistics , mathematics , function (biology) , distribution function , computer science , econometrics , algorithm , physics , mathematical analysis , quantum mechanics , evolutionary biology , biology

Knowledge of the βth percentile residual life function does not uniquely determine the underlying distribution. Additional information about the tail behavior of the distribution is needed. Knowledge of both the β1 and β2 percentile residual life functions does uniquely determine the distribution provided that β1 and β2 are noncommensurate. This corrects and extends the results of Schmittlein and Morrison Schmittlein, D. C., D. G. Morrison. 1981. The median residual lifetime; a characterization theorem and an application. Opns. Res.29 392-399..

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