Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
482152 | European Journal of Operational Research | 2007 | 13 Pages |
Abstract
In this paper, upper and lower bounds are derived for convex reliability functions (or survival functions) with known first n moments. The case where the mean and the variance are given (n = 2) is discussed in details and explicit expressions are provided. Extensions for n ⩾ 3 moments are described. Comparisons with existing bounds are performed.
Keywords
Related Topics
Physical Sciences and Engineering
Computer Science
Computer Science (General)
Authors
Cindy Courtois, Michel Denuit,