Bounds on convex reliability functions with known first moments

Bounds on convex reliability functions with known first moments

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Article ID: iaor20084326
Country: Netherlands
Volume: 177
Issue: 1
Start Page Number: 365
End Page Number: 377
Publication Date: Feb 2007
Journal: European Journal of Operational Research
Authors: ,
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.

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