The following theorem concerning IFR distributions can be proven. Theorem: If F and G are IFR, then

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The following theorem concerning IFR distributions can be proven. Theorem: If F and G are IFR, then so if F * G, the convolution of F and G Show that the above theorem is not true when DFR replaces IFR

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Stochastic Processes

ISBN: 9780471120629

2nd Edition

Authors: Sheldon M. Ross

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