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Characterization of the Pearson system of distributions based on reliability measures
Authors:Majid Asadl
Affiliation:(1) Probability and Statistics Section, School of Mathematics and Statistics, S3 7RH Sheffield, UK
Abstract:LetX be a random variable andX (w) be a weighted random variable corresponding toX. In this paper, we intend to characterize the Pearson system of distributions by a relationship between reliability measures ofX andX (w), for some weight functionw>0.
Keywords:Mean residual life  Hazard function  Pearson system of distributions  Weighted distributions  Characterization  Vitality function
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