Let (F(x)) be the distribution function of a nonnegative random variable (X) with finite mean value (mu).
Question:
Let \(F(x)\) be the distribution function of a nonnegative random variable \(X\) with finite mean value \(\mu\).
(1) Show that the function \(F_{s}(x)\) defined by
\[F_{S}(x)=\frac{1}{\mu} \int_{0}^{x}(1-F(t)) d t\]
is the distribution function of a nonnegative random variable \(X_{s}\).
(2) Prove: If \(X\) is exponentially distributed with parameter \(\lambda=1 / \mu\), then so is \(X_{S}\) and vice versa.
(3) Determine the failure rate \(\lambda_{s}(x)\) of \(X_{s}\).
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Related Book For
Applied Probability And Stochastic Processes
ISBN: 9780367658496
2nd Edition
Authors: Frank Beichelt
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