Characterizing Discrete Life Distributions by Properties of Reversed Variance Residual life

Abstract

The present article discusses the characterization of non negative integer-valued random variable using reversed variance residual life. A special attention is given to the characterizations by relationship between conditional variance and the reversed failure rate. A lower bound to the conditional variance is also established. Our bound is compared to the Cramer-Rao and Chapman-Robbins lower bounds so that construction of minimum variance unbiased estimators of relevant parametric functions in truncated distributions can be possible.

Keywords:

• Characterization
• Reversed failure rate
• Reversed residual life
• Reversed variance residual life
• Lower variance bound

Mathematics Subject Classification:

• 60K10
• 62N05